+75.7%
CTVA vs BROS
+62.9%
+12.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -1.2% |
| 7D | -5.8% | -6.6% | +0.8% | -5.3% |
| 30D | +11.1% | -12.3% | +23.4% | +12.1% |
| 3M | +13.2% | -22.2% | +35.4% | +15.0% |
| 6M | +8.7% | -14.3% | +23.0% | +9.3% |
| YTD | +27.3% | -26.6% | +53.8% | +29.4% |
| 1Y | +18.0% | -31.5% | +49.5% | +20.3% |
| All | +75.7% | +62.9% | +12.8% | +61.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling