+225.0%
CP vs BRO
+294.2%
-69.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.7% | +0.5% |
| 7D | -2.6% | -7.3% | +4.7% | +0.7% |
| 30D | -3.7% | -6.9% | +3.1% | -0.9% |
| 3M | +0.1% | +10.7% | -10.5% | -5.1% |
| 6M | +7.8% | -2.7% | +10.5% | +7.8% |
| YTD | +21.7% | -16.3% | +38.0% | +29.9% |
| 1Y | +18.6% | -29.1% | +47.7% | +36.7% |
| 3Y | +17.5% | -7.8% | +25.4% | +13.1% |
| 5Y | +35.4% | +18.7% | +16.6% | +7.9% |
| All | +225.0% | +294.2% | -69.2% | +43.1% |
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