+36.6%
CTVA vs BROS
-43.5%
+80.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.5% | -3.9% | +2.1% |
| 7D | -20.8% | +6.3% | -27.1% | -21.1% |
| 30D | -29.6% | -8.3% | -21.3% | -29.3% |
| 3M | -16.9% | -29.8% | +12.9% | -15.0% |
| 6M | -24.3% | -25.8% | +1.6% | -23.1% |
| YTD | -5.6% | -41.4% | +35.8% | -2.8% |
| 1Y | -4.2% | -35.2% | +31.0% | -2.2% |
| 3Y | +43.3% | +32.8% | +10.5% | +37.1% |
| All | +36.6% | -43.5% | +80.1% | +34.4% |
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