+96.9%
CSCO vs BROS
+8.6%
+88.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | -0.3% |
| 7D | -4.7% | -19.0% | +14.3% | -2.9% |
| 30D | -17.1% | -7.3% | -9.8% | -16.6% |
| 3M | -19.6% | -31.2% | +11.6% | -17.1% |
| 6M | +2.4% | -33.0% | +35.5% | +5.4% |
| YTD | +29.8% | -42.4% | +72.1% | +34.7% |
| 1Y | +38.7% | -37.7% | +76.4% | +42.8% |
| 3Y | +101.3% | +28.2% | +73.1% | +91.2% |
| 5Y | +94.8% | -43.4% | +138.2% | +87.5% |
| All | +96.9% | +8.6% | +88.3% | +88.0% |
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