+12.9%
CVS vs BROS
-49.1%
+62.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.7% | +4.0% | +0.4% |
| 7D | +10.4% | -2.5% | +12.9% | +10.5% |
| 30D | +3.3% | -11.2% | +14.5% | +3.6% |
| 3M | -4.5% | -33.9% | +29.4% | -3.1% |
| 6M | -4.4% | -33.5% | +29.1% | -3.1% |
| YTD | +16.6% | -44.9% | +61.6% | +18.8% |
| 1Y | +15.3% | -41.5% | +56.8% | +17.1% |
| 3Y | +48.6% | +22.4% | +26.1% | +44.6% |
| 5Y | +12.9% | -45.7% | +58.6% | +9.0% |
| All | +12.9% | -49.1% | +62.0% | +9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling