+19.6%
CME vs BRO
-3.6%
+23.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.5% | -3.1% | +0.4% |
| 7D | +4.8% | +12.4% | -7.6% | +2.1% |
| 30D | +14.2% | +21.6% | -7.4% | +9.7% |
| 3M | +17.9% | +4.3% | +13.6% | +16.3% |
| 6M | +7.2% | +29.2% | -21.9% | +2.7% |
| YTD | +16.7% | -6.4% | +23.1% | +16.5% |
| 1Y | +19.6% | -5.3% | +24.9% | +18.3% |
| All | +19.6% | -3.6% | +23.1% | +18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling