+7,458.2%
CI vs BRO
+25,535.5%
-18,077.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.2% | 0.0% |
| 7D | -0.1% | -7.3% | +7.3% | +1.7% |
| 30D | +1.8% | -6.9% | +8.6% | +3.4% |
| 3M | -4.2% | +10.7% | -14.9% | -6.7% |
| 6M | +8.8% | -2.7% | +11.5% | +9.0% |
| YTD | +3.7% | -16.3% | +20.1% | +7.4% |
| 1Y | -6.1% | -29.1% | +23.0% | +1.0% |
| 3Y | +4.5% | -7.8% | +12.3% | +5.0% |
| 5Y | +50.5% | +18.7% | +31.8% | +41.3% |
| 10Y | +143.2% | +291.9% | -148.7% | +80.3% |
| All | +7,458.2% | +25,535.5% | -18,077.3% | +4,168.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling