+63.9%
CSCO vs BRO
-24.4%
+88.4%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.3% |
| 7D | -0.7% | -2.6% | +1.9% | -1.1% |
| 30D | -10.1% | +0.9% | -11.0% | -9.9% |
| 3M | -15.7% | +24.8% | -40.4% | -12.7% |
| 6M | +36.3% | -0.1% | +36.3% | +34.7% |
| YTD | +43.8% | -9.7% | +53.5% | +41.8% |
| 1Y | +63.9% | -24.5% | +88.4% | +60.6% |
| All | +63.9% | -24.4% | +88.4% | +60.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling