-50.1%
CPNG vs BROS
+33.7%
-83.7%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | +0.1% |
| 7D | -5.4% | -6.1% | +0.6% | -4.1% |
| 30D | -11.1% | -12.4% | +1.3% | -8.5% |
| 3M | -3.0% | -27.9% | +25.0% | +3.1% |
| 6M | -23.5% | -16.8% | -6.7% | -21.8% |
| YTD | -37.8% | -29.0% | -8.8% | -34.3% |
| 1Y | -54.3% | -33.2% | -21.1% | -51.4% |
| 3Y | -20.8% | +56.8% | -77.6% | -36.8% |
| All | -50.1% | +33.7% | -83.7% | -54.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling