+86.2%
CNP vs BROS
+10.5%
+75.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.5% | -5.9% | +0.4% |
| 7D | +1.3% | +6.3% | -5.0% | +1.1% |
| 30D | +3.8% | -8.3% | +12.2% | +4.0% |
| 3M | +2.4% | -29.8% | +32.1% | +3.5% |
| 6M | -1.2% | -25.8% | +24.6% | -0.5% |
| YTD | +9.3% | -41.4% | +50.6% | +10.8% |
| 1Y | +6.4% | -35.2% | +41.6% | +7.4% |
| 3Y | +66.4% | +32.8% | +33.6% | +60.0% |
| 5Y | +75.7% | -42.2% | +117.8% | +69.8% |
| All | +86.2% | +10.5% | +75.7% | +80.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling