-28.7%
COMP vs BRO
+17.6%
-46.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.8% | +0.6% |
| 7D | +0.8% | -7.6% | +8.5% | +4.9% |
| 30D | -13.9% | -6.9% | -7.0% | -10.8% |
| 3M | +30.7% | +12.8% | +17.9% | +21.6% |
| 6M | +18.7% | -5.9% | +24.5% | +21.2% |
| YTD | +1.0% | -15.9% | +16.9% | +9.3% |
| 1Y | +15.1% | -28.1% | +43.2% | +36.0% |
| 3Y | +219.8% | -7.0% | +226.8% | +193.1% |
| 5Y | -28.7% | +18.0% | -46.7% | -44.9% |
| All | -28.7% | +17.6% | -46.3% | -44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling