+285.2%
BRO vs CGNX
+193.6%
+91.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.1% | -4.3% | -0.9% |
| 7D | -7.3% | +3.2% | -10.5% | -7.8% |
| 30D | -6.9% | +6.0% | -12.9% | -8.0% |
| 3M | +10.7% | +3.5% | +7.1% | +8.8% |
| 6M | -2.7% | +26.3% | -29.0% | -8.7% |
| YTD | -16.3% | +79.2% | -95.6% | -28.0% |
| 1Y | -29.1% | +43.8% | -72.9% | -36.7% |
| 3Y | -7.8% | +52.0% | -59.8% | -22.2% |
| 5Y | +18.7% | -24.0% | +42.8% | +17.3% |
| All | +285.2% | +193.6% | +91.6% | +166.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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