-10.7%
CMG vs BROS
-35.3%
+24.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.4% | -1.9% |
| 7D | -2.8% | -6.7% | +3.9% | -0.6% |
| 30D | +7.1% | -29.1% | +36.2% | +18.9% |
| 3M | +31.2% | -16.7% | +47.9% | +38.2% |
| 6M | +0.7% | -11.6% | +12.3% | +2.5% |
| YTD | -0.1% | -23.9% | +23.8% | +6.8% |
| 1Y | -10.7% | -34.8% | +24.0% | -8.9% |
| All | -10.7% | -35.3% | +24.6% | -8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling