+25,589.7%
BRO vs CPB
+317.0%
+25,272.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +4.0% | +0.6% |
| 7D | -8.6% | -5.4% | -3.2% | -7.6% |
| 30D | -6.9% | -7.8% | +0.9% | -5.5% |
| 3M | +10.5% | -6.9% | +17.4% | +12.0% |
| 6M | -2.8% | -12.2% | +9.4% | -0.5% |
| YTD | -16.1% | -21.1% | +4.9% | -12.5% |
| 1Y | -27.6% | -33.5% | +5.9% | -21.9% |
| 3Y | -7.3% | -43.2% | +35.9% | +2.2% |
| 5Y | +19.0% | -40.9% | +59.9% | +29.4% |
| 10Y | +292.7% | -45.9% | +338.6% | +323.9% |
| All | +25,589.7% | +317.0% | +25,272.7% | +20,812.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling