+4,013.6%
CMG vs BRO
+483.8%
+3,529.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -2.1% | -7.3% | +5.3% | +1.7% |
| 30D | +10.9% | -6.9% | +17.8% | +14.8% |
| 3M | +15.8% | +10.7% | +5.2% | +9.2% |
| 6M | +6.9% | -2.7% | +9.6% | +7.2% |
| YTD | -2.2% | -16.3% | +14.2% | +5.3% |
| 1Y | -7.1% | -29.1% | +22.0% | +8.5% |
| 3Y | -7.1% | -7.8% | +0.7% | -7.9% |
| 5Y | -4.8% | +18.7% | -23.5% | -18.9% |
| 10Y | +324.3% | +291.9% | +32.4% | +87.4% |
| All | +4,013.6% | +483.8% | +3,529.8% | +1,228.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling