+168.6%
CMI vs BROS
+41.2%
+127.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.3% |
| 7D | +1.9% | -0.9% | +2.8% | +2.0% |
| 30D | -12.5% | -13.5% | +0.9% | -11.2% |
| 3M | -16.2% | -18.4% | +2.2% | -14.9% |
| 6M | +4.9% | -10.6% | +15.4% | +5.2% |
| YTD | +11.1% | -25.1% | +36.2% | +13.4% |
| 1Y | +43.4% | -28.6% | +72.0% | +46.6% |
| 3Y | +154.1% | +65.6% | +88.5% | +139.0% |
| All | +168.6% | +41.2% | +127.4% | +167.0% |
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