+62.8%
CNQ vs BROS
-18.6%
+81.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.9% | -8.3% | -7.3% |
| 7D | -9.4% | +2.5% | -11.9% | -9.2% |
| 30D | +2.8% | +15.1% | -12.3% | +4.2% |
| 3M | +8.5% | -31.4% | +39.8% | +4.8% |
| 6M | +6.4% | -22.6% | +29.0% | +4.1% |
| YTD | +50.9% | -28.1% | +79.0% | +49.4% |
| 1Y | +62.8% | -20.3% | +83.1% | +60.4% |
| All | +62.8% | -18.6% | +81.4% | +60.4% |
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