-4.0%
CMG vs BRO
-26.2%
+22.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.2% | -0.9% | +1.3% |
| 7D | +0.2% | -4.3% | +4.5% | +1.5% |
| 30D | +10.5% | -3.1% | +13.7% | +11.6% |
| 3M | +14.9% | +14.2% | +0.7% | +8.7% |
| 6M | +13.9% | +0.6% | +13.2% | +11.3% |
| YTD | +0.1% | -13.6% | +13.7% | +1.5% |
| All | -4.0% | -26.2% | +22.1% | -1.1% |
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