+1.4%
CI vs BROS
+25.7%
-24.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.3% | -0.3% | -2.6% |
| 7D | -1.6% | -21.2% | +19.7% | -1.2% |
| 30D | +5.4% | -11.6% | +17.0% | +5.6% |
| 3M | +7.3% | -36.7% | +43.9% | +7.9% |
| 6M | +5.3% | -42.8% | +48.1% | +5.9% |
| YTD | +8.5% | -44.8% | +53.3% | +8.9% |
| 1Y | +17.1% | -36.5% | +53.7% | +17.1% |
| 3Y | +1.4% | +27.0% | -25.5% | -4.8% |
| All | +1.4% | +25.7% | -24.3% | -4.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling