+116.0%
CMS vs BRO
+294.2%
-178.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | -1.9% | -7.3% | +5.4% | +0.6% |
| 30D | -4.1% | -6.9% | +2.8% | -1.9% |
| 3M | -7.1% | +10.7% | -17.7% | -10.8% |
| 6M | -10.1% | -2.7% | -7.4% | -10.1% |
| YTD | -1.7% | -16.3% | +14.6% | +3.3% |
| 1Y | -3.4% | -29.1% | +25.7% | +7.7% |
| 3Y | +31.6% | -7.8% | +39.4% | +29.9% |
| 5Y | +23.3% | +18.7% | +4.6% | +5.5% |
| All | +116.0% | +294.2% | -178.2% | +43.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling