+37.4%
CMI vs BROS
-32.8%
+70.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.2% | +1.1% |
| 7D | -0.7% | -5.8% | +5.0% | +0.2% |
| 30D | -12.4% | -14.0% | +1.6% | -10.4% |
| 3M | -14.8% | -32.5% | +17.7% | -10.4% |
| 6M | +0.8% | -14.9% | +15.7% | +0.1% |
| YTD | +10.2% | -28.3% | +38.5% | +10.8% |
| 1Y | +37.4% | -34.0% | +71.4% | +36.6% |
| All | +37.4% | -32.8% | +70.2% | +36.6% |
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