+122.0%
CSCO vs BRO
+17.6%
+104.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.2% | +4.6% | +4.4% |
| 7D | +2.7% | -7.3% | +10.0% | +4.3% |
| 30D | -9.5% | -6.9% | -2.6% | -8.3% |
| 3M | -7.6% | +10.7% | -18.3% | -10.6% |
| 6M | +44.9% | -2.7% | +47.6% | +44.6% |
| YTD | +47.7% | -16.3% | +64.0% | +53.2% |
| 1Y | +69.1% | -29.1% | +98.2% | +84.7% |
| 3Y | +113.5% | -7.8% | +121.4% | +107.7% |
| All | +122.0% | +17.6% | +104.3% | +89.2% |
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