+30.6%
CVS vs BROS
+35.1%
-4.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.7% | -0.7% |
| 7D | -2.2% | -5.8% | +3.6% | -2.0% |
| 30D | -0.1% | -14.0% | +13.9% | +0.4% |
| 3M | -5.2% | -32.5% | +27.3% | -4.0% |
| 6M | +26.9% | -14.9% | +41.8% | +27.3% |
| YTD | +22.1% | -28.3% | +50.4% | +23.1% |
| 1Y | +30.8% | -34.0% | +64.8% | +32.1% |
| 3Y | +54.4% | +63.0% | -8.6% | +50.4% |
| All | +30.6% | +35.1% | -4.5% | +28.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling