+57.8%
CI vs BROS
+10.5%
+47.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.5% | -6.3% | +0.1% |
| 7D | +1.2% | +6.3% | -5.1% | +1.0% |
| 30D | +2.6% | -8.3% | +10.9% | +2.7% |
| 3M | +7.4% | -29.8% | +37.2% | +8.3% |
| 6M | -0.1% | -25.8% | +25.7% | +0.2% |
| YTD | +9.7% | -41.4% | +51.1% | +10.7% |
| 1Y | +12.1% | -35.2% | +47.3% | +12.7% |
| 3Y | +7.0% | +32.8% | -25.7% | +3.8% |
| 5Y | +49.7% | -42.2% | +91.9% | +45.6% |
| All | +57.8% | +10.5% | +47.3% | +55.3% |
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