+216,799.3%
CSCO vs BRO
+26,410.7%
+190,388.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.8% |
| 7D | -1.1% | -8.6% | +7.5% | +0.9% |
| 30D | -10.8% | -6.9% | -3.8% | -9.5% |
| 3M | -9.2% | +10.5% | -19.7% | -11.8% |
| 6M | +39.5% | -2.8% | +42.3% | +39.2% |
| YTD | +41.5% | -16.1% | +57.7% | +45.3% |
| 1Y | +61.0% | -27.6% | +88.6% | +70.4% |
| 3Y | +105.2% | -7.3% | +112.5% | +103.6% |
| 5Y | +113.4% | +19.0% | +94.5% | +98.6% |
| 10Y | +368.7% | +292.7% | +75.9% | +241.1% |
| All | +216,799.3% | +26,410.7% | +190,388.6% | +135,943.6% |
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 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