+9.1%
CME vs BROS
-30.1%
+39.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.9% |
| 7D | -0.6% | -6.6% | +5.9% | -0.9% |
| 30D | +4.7% | -12.3% | +17.0% | +4.3% |
| 3M | +7.8% | -22.2% | +30.0% | +7.1% |
| 6M | -11.0% | -14.3% | +3.3% | -11.2% |
| YTD | +4.0% | -26.6% | +30.6% | +3.8% |
| 1Y | +9.1% | -31.5% | +40.6% | +9.8% |
| All | +9.1% | -30.1% | +39.2% | +9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling