+24.2%
CVS vs BROS
+10.5%
+13.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.5% | -7.0% | -0.7% |
| 7D | +6.6% | +6.3% | +0.3% | +6.3% |
| 30D | -0.4% | -8.3% | +7.9% | -0.3% |
| 3M | -5.3% | -29.8% | +24.5% | -4.3% |
| 6M | -7.7% | -25.8% | +18.1% | -7.1% |
| YTD | +16.0% | -41.4% | +57.4% | +17.6% |
| 1Y | +16.2% | -35.2% | +51.4% | +17.3% |
| 3Y | +47.6% | +32.8% | +14.8% | +44.6% |
| 5Y | +12.3% | -42.2% | +54.5% | +9.9% |
| All | +24.2% | +10.5% | +13.7% | +22.6% |
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