+101.3%
CNC vs BRO
-4.7%
+106.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.1% | -2.6% |
| 7D | +8.1% | +9.9% | -1.8% | +5.6% |
| 30D | +14.8% | +22.3% | -7.5% | +9.2% |
| 3M | +10.7% | +5.3% | +5.4% | +9.2% |
| 6M | +40.0% | +30.3% | +9.7% | +30.3% |
| YTD | +80.2% | -5.7% | +86.0% | +102.0% |
| 1Y | +101.3% | -3.5% | +104.8% | +123.6% |
| All | +101.3% | -4.7% | +106.0% | +123.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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