+132.5%
CNP vs BRO
+294.2%
-161.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -1.4% | -7.3% | +5.9% | +1.9% |
| 30D | -2.9% | -6.9% | +3.9% | -0.1% |
| 3M | -7.5% | +10.7% | -18.2% | -12.6% |
| 6M | -7.9% | -2.7% | -5.2% | -8.1% |
| YTD | +3.7% | -16.3% | +20.1% | +10.6% |
| 1Y | +4.6% | -29.1% | +33.7% | +20.6% |
| 3Y | +49.1% | -7.8% | +57.0% | +44.6% |
| 5Y | +69.2% | +18.7% | +50.5% | +33.6% |
| All | +132.5% | +294.2% | -161.8% | +18.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling