+110.5%
CNC vs BROS
-18.6%
+129.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +0.9% | +11.7% | +12.6% |
| 7D | +13.4% | +2.5% | +10.9% | +13.3% |
| 30D | +18.2% | +15.1% | +3.1% | +17.6% |
| 3M | +18.6% | -31.4% | +50.0% | +19.8% |
| 6M | +41.9% | -22.6% | +64.5% | +45.0% |
| YTD | +84.7% | -28.1% | +112.9% | +87.9% |
| 1Y | +110.5% | -20.3% | +130.8% | +115.7% |
| All | +110.5% | -18.6% | +129.1% | +115.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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