0.0%
CNC vs BRO
-7.6%
+7.6%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | -0.9% | -7.3% | +6.4% | +1.3% |
| 30D | -1.0% | -6.9% | +5.9% | +1.1% |
| 3M | +4.5% | +10.7% | -6.1% | +0.8% |
| 6M | +85.2% | -2.7% | +87.9% | +85.8% |
| YTD | +61.4% | -16.3% | +77.7% | +72.4% |
| 1Y | +94.9% | -29.1% | +124.0% | +120.7% |
| 3Y | 0.0% | -7.8% | +7.8% | +9.8% |
| All | 0.0% | -7.6% | +7.6% | +9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling