-50.5%
CPNG vs BRO
+17.6%
-68.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.3% | +3.1% |
| 7D | -1.1% | -7.3% | +6.2% | +1.8% |
| 30D | -7.4% | -6.9% | -0.5% | -4.8% |
| 3M | -12.3% | +10.7% | -23.0% | -16.6% |
| 6M | -19.4% | -2.7% | -16.8% | -19.5% |
| YTD | -35.9% | -16.3% | -19.6% | -32.0% |
| 1Y | -53.4% | -29.1% | -24.3% | -46.8% |
| 3Y | -20.0% | -7.8% | -12.2% | -26.1% |
| All | -50.5% | +17.6% | -68.1% | -62.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling