+108.5%
CSCO vs BROS
+64.7%
+43.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.1% |
| 7D | -0.5% | -0.9% | +0.4% | -0.4% |
| 30D | -10.1% | -13.5% | +3.4% | -8.8% |
| 3M | -11.7% | -18.4% | +6.7% | -10.4% |
| 6M | +40.1% | -10.6% | +50.7% | +40.1% |
| YTD | +43.8% | -25.1% | +68.8% | +46.3% |
| 1Y | +66.6% | -28.6% | +95.3% | +70.1% |
| 3Y | +108.5% | +65.6% | +42.9% | +83.3% |
| All | +108.5% | +64.7% | +43.8% | +83.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling