-7.8%
BRO vs CPAY
+49.1%
-56.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -7.3% | -2.0% | -5.4% | -7.0% |
| 30D | -6.9% | -0.4% | -6.5% | -6.8% |
| 3M | +10.7% | +16.4% | -5.7% | +8.1% |
| 6M | -2.7% | +23.5% | -26.2% | -6.0% |
| YTD | -16.3% | +35.7% | -52.0% | -20.8% |
| 1Y | -29.1% | +30.2% | -59.3% | -32.4% |
| 3Y | -7.8% | +49.7% | -57.6% | -13.2% |
| All | -7.8% | +49.1% | -56.9% | -13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling