-3.7%
CMG vs BROS
+35.1%
-38.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | 0.0% |
| 7D | -2.1% | -5.8% | +3.7% | -0.9% |
| 30D | +10.9% | -14.0% | +24.9% | +14.1% |
| 3M | +15.8% | -32.5% | +48.3% | +24.4% |
| 6M | +6.9% | -14.9% | +21.8% | +9.4% |
| YTD | -2.2% | -28.3% | +26.1% | +3.1% |
| 1Y | -7.1% | -34.0% | +26.9% | -1.0% |
| 3Y | -7.1% | +63.0% | -70.1% | -18.7% |
| All | -3.7% | +35.1% | -38.8% | -12.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling