-7.1%
CMG vs BROS
-32.8%
+25.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.2% |
| 7D | -2.1% | -5.8% | +3.7% | -0.1% |
| 30D | +10.9% | -14.0% | +24.9% | +16.5% |
| 3M | +15.8% | -32.5% | +48.3% | +30.9% |
| 6M | +6.9% | -14.9% | +21.8% | +10.1% |
| YTD | -2.2% | -28.3% | +26.1% | +6.9% |
| 1Y | -7.1% | -34.0% | +26.9% | -6.5% |
| All | -7.1% | -32.8% | +25.7% | -6.5% |
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