-44.8%
COMP vs BRO
+62.1%
-106.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +1.3% |
| 7D | +1.4% | -2.6% | +3.9% | +2.7% |
| 30D | -13.3% | +0.9% | -14.2% | -13.7% |
| 3M | +41.1% | +24.8% | +16.4% | +25.0% |
| 6M | +17.2% | -0.1% | +17.3% | +16.0% |
| YTD | +5.2% | -9.7% | +14.9% | +9.7% |
| 1Y | +18.9% | -24.5% | +43.4% | +37.1% |
| 3Y | +215.9% | -1.6% | +217.5% | +184.4% |
| 5Y | -31.2% | +25.6% | -56.8% | -47.6% |
| All | -44.8% | +62.1% | -106.9% | -61.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling