-46.9%
CPNG vs BROS
-18.6%
-28.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.9% | +11.0% | +11.8% |
| 7D | +20.8% | +2.5% | +18.4% | +20.3% |
| 30D | +20.1% | +15.1% | +5.0% | +16.7% |
| 3M | +1.6% | -31.4% | +33.0% | +8.1% |
| 6M | -15.8% | -22.6% | +6.8% | -13.9% |
| YTD | -27.7% | -28.1% | +0.4% | -27.9% |
| 1Y | -46.9% | -20.3% | -26.7% | -47.8% |
| All | -46.9% | -18.6% | -28.3% | -47.8% |
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