+3.9%
CNC vs BROS
+38.3%
-34.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.7% |
| 7D | -4.9% | -6.6% | +1.7% | -4.7% |
| 30D | -3.8% | -12.3% | +8.6% | -3.4% |
| 3M | -3.2% | -22.2% | +19.0% | -2.6% |
| 6M | +47.9% | -14.3% | +62.2% | +48.4% |
| YTD | +55.7% | -26.6% | +82.2% | +56.8% |
| 1Y | +106.2% | -31.5% | +137.8% | +108.0% |
| 3Y | -2.1% | +62.3% | -64.3% | -5.0% |
| All | +3.9% | +38.3% | -34.4% | +5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling