+49.2%
CI vs BROS
+33.7%
+15.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.4% | +4.4% | +1.1% |
| 7D | -1.3% | -6.1% | +4.7% | -1.2% |
| 30D | +3.1% | -12.4% | +15.5% | +3.4% |
| 3M | -4.5% | -27.9% | +23.4% | -3.9% |
| 6M | +8.3% | -16.8% | +25.1% | +8.3% |
| YTD | +3.8% | -29.0% | +32.8% | +4.3% |
| 1Y | -5.0% | -33.2% | +28.2% | -4.5% |
| 3Y | +5.8% | +56.8% | -51.0% | +2.2% |
| All | +49.2% | +33.7% | +15.6% | +46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 10y: compounded portfolio wealth divided by compounded BROS 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…
10y analysis · Full analysis span regression · 6 months rolling