-1.7%
CMG vs BROS
+41.2%
-42.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.3% |
| 7D | -1.5% | -0.9% | -0.5% | -1.3% |
| 30D | +12.7% | -13.5% | +26.2% | +15.8% |
| 3M | +26.3% | -18.4% | +44.7% | +30.8% |
| 6M | +4.5% | -10.6% | +15.1% | +5.9% |
| YTD | -0.1% | -25.1% | +24.9% | +4.3% |
| 1Y | -6.8% | -28.6% | +21.9% | -2.1% |
| 3Y | -5.0% | +65.6% | -70.6% | -17.1% |
| All | -1.7% | +41.2% | -42.9% | -11.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling