+118.2%
CSCO vs BROS
+43.3%
+74.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.5% |
| 7D | -0.7% | -6.7% | +6.0% | -0.1% |
| 30D | -10.1% | -29.1% | +18.9% | -7.6% |
| 3M | -15.7% | -16.7% | +1.0% | -14.7% |
| 6M | +36.3% | -11.6% | +47.9% | +36.6% |
| YTD | +43.8% | -23.9% | +67.7% | +45.9% |
| 1Y | +63.9% | -34.8% | +98.7% | +68.2% |
| 3Y | +104.4% | +62.1% | +42.3% | +90.0% |
| All | +118.2% | +43.3% | +74.9% | +103.6% |
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