+285.2%
BRO vs CPB
-45.3%
+330.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -7.3% | -1.8% | -5.5% | -7.0% |
| 30D | -6.9% | -7.1% | +0.2% | -5.4% |
| 3M | +10.7% | -6.0% | +16.7% | +12.1% |
| 6M | -2.7% | -5.3% | +2.6% | -1.8% |
| YTD | -16.3% | -20.8% | +4.5% | -12.5% |
| 1Y | -29.1% | -33.8% | +4.8% | -23.1% |
| 3Y | -7.8% | -43.7% | +35.9% | +2.5% |
| 5Y | +18.7% | -40.7% | +59.5% | +29.8% |
| All | +285.2% | -45.3% | +330.5% | +317.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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