+118.1%
CSCO vs BROS
+41.2%
+77.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.1% |
| 7D | -0.5% | -0.9% | +0.4% | -0.5% |
| 30D | -10.1% | -13.5% | +3.4% | -9.0% |
| 3M | -11.7% | -18.4% | +6.7% | -10.6% |
| 6M | +40.1% | -10.6% | +50.7% | +40.3% |
| YTD | +43.8% | -25.1% | +68.8% | +46.1% |
| 1Y | +66.6% | -28.6% | +95.3% | +69.6% |
| 3Y | +108.5% | +65.6% | +42.9% | +93.6% |
| All | +118.1% | +41.2% | +77.0% | +103.8% |
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