+346.3%
CMG vs BRO
+300.9%
+45.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.2% | -0.9% | +0.8% |
| 7D | +0.2% | -4.3% | +4.5% | +2.2% |
| 30D | +10.5% | -3.1% | +13.7% | +12.1% |
| 3M | +14.9% | +14.2% | +0.7% | +6.9% |
| 6M | +13.9% | +0.6% | +13.2% | +12.3% |
| YTD | +0.1% | -13.6% | +13.7% | +5.7% |
| 1Y | -4.1% | -26.2% | +22.1% | +9.1% |
| 3Y | -4.4% | -4.7% | +0.3% | -7.4% |
| 5Y | -0.4% | +26.2% | -26.7% | -18.7% |
| 10Y | +346.3% | +305.3% | +40.9% | +138.0% |
| All | +346.3% | +300.9% | +45.4% | +138.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling