+32.6%
CMS vs BRO
-7.4%
+40.0%
-14.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | -1.3% | -8.6% | +7.3% | +0.4% |
| 30D | -2.8% | -6.9% | +4.2% | -1.5% |
| 3M | -7.1% | +10.5% | -17.6% | -9.3% |
| 6M | -10.0% | -2.8% | -7.3% | -10.0% |
| YTD | -0.9% | -16.1% | +15.2% | +2.3% |
| 1Y | -2.0% | -27.6% | +25.6% | +4.9% |
| All | +32.6% | -7.4% | +40.0% | +32.6% |
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 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