+104.6%
CSCO vs BROS
+3.7%
+100.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.7% | +5.0% | +1.6% |
| 7D | +6.6% | -2.5% | +9.1% | +6.8% |
| 30D | -11.3% | -11.2% | -0.1% | -10.5% |
| 3M | -17.3% | -33.9% | +16.6% | -14.4% |
| 6M | +3.5% | -33.5% | +37.0% | +6.6% |
| YTD | +34.9% | -44.9% | +79.8% | +40.6% |
| 1Y | +40.5% | -41.5% | +82.0% | +45.5% |
| 3Y | +109.3% | +22.4% | +86.8% | +99.5% |
| 5Y | +105.9% | -45.7% | +151.6% | +99.0% |
| All | +104.6% | +3.7% | +100.9% | +96.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 10y: compounded portfolio wealth divided by compounded BROS 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…
10y analysis · Full analysis span regression · 6 months rolling