+69.4%
CME vs BROS
-47.0%
+116.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.6% | -7.1% | -0.6% |
| 7D | -0.6% | -17.9% | +17.4% | -0.1% |
| 30D | +8.5% | -5.4% | +13.9% | +8.6% |
| 3M | +16.0% | -32.1% | +48.1% | +17.1% |
| 6M | +9.3% | -31.7% | +41.0% | +10.1% |
| YTD | +15.3% | -41.2% | +56.5% | +16.5% |
| 1Y | +14.4% | -32.6% | +47.0% | +15.0% |
| 3Y | +59.9% | +32.7% | +27.2% | +51.2% |
| 5Y | +69.4% | -44.2% | +113.7% | +66.8% |
| All | +69.4% | -47.0% | +116.5% | +66.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling