+97.9%
CSCO vs BROS
+10.8%
+87.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +6.6% | -1.5% | +4.5% |
| 7D | -2.9% | -17.9% | +15.0% | -1.2% |
| 30D | -16.7% | -5.4% | -11.3% | -16.3% |
| 3M | -18.4% | -32.1% | +13.6% | -15.8% |
| 6M | +2.9% | -31.7% | +34.6% | +5.7% |
| YTD | +30.4% | -41.2% | +71.6% | +35.2% |
| 1Y | +41.4% | -32.6% | +74.0% | +44.5% |
| 3Y | +104.7% | +32.7% | +72.0% | +93.8% |
| 5Y | +96.9% | -44.2% | +141.2% | +89.2% |
| All | +97.9% | +10.8% | +87.1% | +88.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling