+34.5%
CMS vs BROS
-43.5%
+77.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.5% | -4.8% | +1.5% |
| 7D | +1.7% | +6.3% | -4.6% | +1.6% |
| 30D | +6.2% | -8.3% | +14.5% | +6.3% |
| 3M | +0.6% | -29.8% | +30.4% | +1.3% |
| 6M | -1.8% | -25.8% | +24.1% | -1.3% |
| YTD | +3.8% | -41.4% | +45.2% | +4.7% |
| 1Y | -1.8% | -35.2% | +33.4% | -1.2% |
| 3Y | +39.8% | +32.8% | +7.1% | +35.3% |
| All | +34.5% | -43.5% | +77.9% | +28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling