+101.8%
CME vs BROS
+8.6%
+93.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.0% | +3.5% | +1.6% |
| 7D | +1.7% | -19.0% | +20.7% | +2.2% |
| 30D | +10.2% | -7.3% | +17.4% | +10.3% |
| 3M | +17.8% | -31.2% | +49.0% | +18.8% |
| 6M | +11.0% | -33.0% | +44.0% | +11.8% |
| YTD | +17.0% | -42.4% | +59.4% | +18.3% |
| 1Y | +15.8% | -37.7% | +53.5% | +16.7% |
| 3Y | +61.8% | +28.2% | +33.6% | +54.3% |
| 5Y | +72.5% | -43.4% | +115.8% | +66.9% |
| All | +101.8% | +8.6% | +93.2% | +96.9% |
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