+45.9%
CSCO vs BRO
-3.6%
+49.5%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.5% | -3.8% | +1.7% |
| 7D | -6.1% | +12.4% | -18.5% | -3.4% |
| 30D | -8.2% | +21.6% | -29.7% | -4.0% |
| 3M | -14.6% | +4.3% | -18.9% | -13.0% |
| 6M | +12.7% | +29.2% | -16.5% | +18.2% |
| YTD | +37.0% | -6.4% | +43.3% | +36.4% |
| 1Y | +45.9% | -5.3% | +51.2% | +46.4% |
| All | +45.9% | -3.6% | +49.5% | +46.4% |
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