+5.6%
CVS vs BRO
-3.6%
+9.1%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +4.5% | -17.0% | -13.2% |
| 7D | -11.1% | +12.4% | -23.6% | -13.4% |
| 30D | -7.4% | +21.6% | -29.0% | -11.2% |
| 3M | -22.9% | +4.3% | -27.2% | -23.8% |
| 6M | -1.2% | +29.2% | -30.4% | -7.2% |
| YTD | +3.9% | -6.4% | +10.2% | +16.4% |
| 1Y | +5.6% | -5.3% | +10.9% | +17.6% |
| All | +5.6% | -3.6% | +9.1% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 1y: compounded portfolio wealth divided by compounded BRO 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…
1y analysis · Full analysis span regression · 6 months rolling