-3.5%
BRO vs CPAY
+71.2%
-74.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.8% | -6.1% | -0.5% |
| 7D | +9.9% | +12.3% | -2.4% | +7.8% |
| 30D | +22.3% | +9.9% | +12.4% | +20.3% |
| 3M | +5.3% | +13.3% | -8.0% | +3.4% |
| 6M | +30.3% | +47.2% | -16.9% | +26.0% |
| YTD | -5.7% | +48.5% | -54.3% | -9.0% |
| 1Y | -3.5% | +70.8% | -74.3% | -6.1% |
| All | -3.5% | +71.2% | -74.7% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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