+5.6%
CVS vs BROS
-18.6%
+24.2%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +0.9% | -13.5% | -12.6% |
| 7D | -11.1% | +2.5% | -13.6% | -11.2% |
| 30D | -7.4% | +15.1% | -22.5% | -7.9% |
| 3M | -22.9% | -31.4% | +8.5% | -22.2% |
| 6M | -1.2% | -22.6% | +21.4% | -0.1% |
| YTD | +3.9% | -28.1% | +32.0% | +4.9% |
| 1Y | +5.6% | -20.3% | +25.8% | +5.7% |
| All | +5.6% | -18.6% | +24.2% | +5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling