-48.6%
CPNG vs BROS
+35.1%
-83.6%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.1% | +2.0% | +2.8% |
| 7D | -1.1% | -5.8% | +4.6% | +0.2% |
| 30D | -7.4% | -14.0% | +6.6% | -4.3% |
| 3M | -12.3% | -32.5% | +20.1% | -5.6% |
| 6M | -19.4% | -14.9% | -4.5% | -18.0% |
| YTD | -35.9% | -28.3% | -7.6% | -32.5% |
| 1Y | -53.4% | -34.0% | -19.4% | -50.3% |
| 3Y | -20.0% | +63.0% | -83.0% | -36.8% |
| All | -48.6% | +35.1% | -83.6% | -53.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling