+113.5%
CSCO vs BRO
-7.6%
+121.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.2% | +4.6% | +4.4% |
| 7D | +2.7% | -7.3% | +10.0% | +2.9% |
| 30D | -9.5% | -6.9% | -2.6% | -9.3% |
| 3M | -7.6% | +10.7% | -18.3% | -8.6% |
| 6M | +44.9% | -2.7% | +47.6% | +44.8% |
| YTD | +47.7% | -16.3% | +64.0% | +50.6% |
| 1Y | +69.1% | -29.1% | +98.2% | +78.5% |
| 3Y | +113.5% | -7.8% | +121.4% | +122.0% |
| All | +113.5% | -7.6% | +121.2% | +122.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling