+64.6%
CNP vs BROS
+32.8%
+31.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.6% | -6.3% | +0.3% |
| 7D | -4.3% | -17.9% | +13.6% | -4.0% |
| 30D | +5.7% | -5.4% | +11.1% | +5.8% |
| 3M | +0.9% | -32.1% | +33.0% | +1.4% |
| 6M | -1.1% | -31.7% | +30.6% | -0.6% |
| YTD | +8.3% | -41.2% | +49.4% | +9.0% |
| 1Y | +5.9% | -32.6% | +38.5% | +6.2% |
| 3Y | +64.6% | +32.7% | +31.9% | +59.5% |
| All | +64.6% | +32.8% | +31.9% | +59.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling