+94.9%
CNC vs BROS
-32.8%
+127.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.5% |
| 7D | -0.9% | -5.8% | +4.8% | -0.8% |
| 30D | -1.0% | -14.0% | +13.0% | -0.6% |
| 3M | +4.5% | -32.5% | +37.0% | +5.4% |
| 6M | +85.2% | -14.9% | +100.1% | +88.8% |
| YTD | +61.4% | -28.3% | +89.7% | +63.7% |
| 1Y | +94.9% | -34.0% | +128.9% | +91.7% |
| All | +94.9% | -32.8% | +127.7% | +91.7% |
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