+96.9%
CSCO vs BROS
-47.0%
+144.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +6.6% | -1.5% | +4.4% |
| 7D | -2.9% | -17.9% | +15.0% | -1.0% |
| 30D | -16.7% | -5.4% | -11.3% | -16.3% |
| 3M | -18.4% | -32.1% | +13.6% | -15.4% |
| 6M | +2.9% | -31.7% | +34.6% | +6.1% |
| YTD | +30.4% | -41.2% | +71.6% | +35.9% |
| 1Y | +41.4% | -32.6% | +74.0% | +44.9% |
| 3Y | +104.7% | +32.7% | +72.0% | +90.2% |
| 5Y | +96.9% | -44.2% | +141.2% | +89.5% |
| All | +96.9% | -47.0% | +144.0% | +89.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling