+2.5%
CMCSA vs BROS
-33.5%
+36.0%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.7% | +2.8% | -0.6% |
| 7D | -0.6% | -2.5% | +1.9% | -0.5% |
| 30D | +18.8% | -11.2% | +30.0% | +19.0% |
| 3M | -1.1% | -33.9% | +32.8% | +0.3% |
| 6M | +2.5% | -33.5% | +36.0% | +1.0% |
| All | +2.5% | -33.5% | +36.0% | +1.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling