-3.1%
CMG vs BRO
+17.6%
-20.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -2.1% | -7.3% | +5.3% | +1.1% |
| 30D | +10.9% | -6.9% | +17.8% | +14.2% |
| 3M | +15.8% | +10.7% | +5.2% | +9.8% |
| 6M | +6.9% | -2.7% | +9.6% | +7.0% |
| YTD | -2.2% | -16.3% | +14.2% | +4.3% |
| 1Y | -7.1% | -29.1% | +22.0% | +6.6% |
| 3Y | -7.1% | -7.8% | +0.7% | -10.0% |
| All | -3.1% | +17.6% | -20.7% | -20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling