+265.0%
CNQ vs BROS
+35.1%
+229.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.6% | -0.6% |
| 7D | +0.1% | -5.8% | +5.9% | +0.5% |
| 30D | +6.2% | -14.0% | +20.2% | +7.1% |
| 3M | +12.4% | -32.5% | +44.9% | +14.6% |
| 6M | +9.0% | -14.9% | +23.9% | +9.0% |
| YTD | +52.2% | -28.3% | +80.5% | +54.0% |
| 1Y | +65.0% | -34.0% | +99.0% | +67.6% |
| 3Y | +78.8% | +63.0% | +15.9% | +65.4% |
| All | +265.0% | +35.1% | +229.9% | +254.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling