+30.4%
CMS vs BROS
+10.8%
+19.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.6% | -6.1% | +0.4% |
| 7D | -0.9% | -17.9% | +17.0% | -0.6% |
| 30D | +7.1% | -5.4% | +12.4% | +7.1% |
| 3M | -1.3% | -32.1% | +30.8% | -0.7% |
| 6M | -2.7% | -31.7% | +29.0% | -2.1% |
| YTD | +2.6% | -41.2% | +43.8% | +3.4% |
| 1Y | -2.0% | -32.6% | +30.6% | -1.6% |
| 3Y | +39.6% | +32.7% | +6.9% | +36.0% |
| 5Y | +35.3% | -44.2% | +79.6% | +31.8% |
| All | +30.4% | +10.8% | +19.6% | +25.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling