+47.4%
CI vs BRO
+17.6%
+29.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.2% | 0.0% |
| 7D | -0.1% | -7.3% | +7.3% | +2.3% |
| 30D | +1.8% | -6.9% | +8.6% | +4.0% |
| 3M | -4.2% | +10.7% | -14.9% | -7.5% |
| 6M | +8.8% | -2.7% | +11.5% | +9.2% |
| YTD | +3.7% | -16.3% | +20.1% | +9.1% |
| 1Y | -6.1% | -29.1% | +23.0% | +4.2% |
| 3Y | +4.5% | -7.8% | +12.3% | +4.8% |
| All | +47.4% | +17.6% | +29.7% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BRO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling