+7,309.7%
CP vs BRO
+25,589.7%
-18,279.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | -2.7% | -8.6% | +5.9% | -0.9% |
| 30D | -3.4% | -6.9% | +3.6% | -1.9% |
| 3M | -0.6% | +10.5% | -11.1% | -3.0% |
| 6M | +6.3% | -2.8% | +9.1% | +6.4% |
| YTD | +21.2% | -16.1% | +37.3% | +24.8% |
| 1Y | +20.0% | -27.6% | +47.6% | +27.3% |
| 3Y | +18.7% | -7.3% | +26.0% | +18.4% |
| 5Y | +34.8% | +19.0% | +15.8% | +26.8% |
| 10Y | +228.8% | +292.7% | -63.9% | +150.4% |
| All | +7,309.7% | +25,589.7% | -18,279.9% | +4,741.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling