+32.2%
CVS vs BRO
+17.6%
+14.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -2.2% | -7.3% | +5.2% | -0.1% |
| 30D | -0.1% | -6.9% | +6.8% | +1.8% |
| 3M | -5.2% | +10.7% | -15.9% | -8.4% |
| 6M | +26.9% | -2.7% | +29.6% | +27.1% |
| YTD | +22.1% | -16.3% | +38.4% | +28.5% |
| 1Y | +30.8% | -29.1% | +59.9% | +44.5% |
| 3Y | +54.4% | -7.8% | +62.2% | +56.4% |
| All | +32.2% | +17.6% | +14.6% | +23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling