+153.3%
CMI vs BRO
-7.6%
+160.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | -0.7% | -7.3% | +6.6% | -1.1% |
| 30D | -12.4% | -6.9% | -5.5% | -12.7% |
| 3M | -14.8% | +10.7% | -25.4% | -15.4% |
| 6M | +0.8% | -2.7% | +3.5% | +2.1% |
| YTD | +10.2% | -16.3% | +26.5% | +14.3% |
| 1Y | +37.4% | -29.1% | +66.5% | +48.6% |
| 3Y | +153.3% | -7.8% | +161.1% | +164.9% |
| All | +153.3% | -7.6% | +160.9% | +164.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling