-49.6%
CPNG vs BROS
+41.2%
-90.8%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.6% | -2.8% |
| 7D | -6.3% | -0.9% | -5.3% | -6.1% |
| 30D | -8.7% | -13.5% | +4.7% | -5.9% |
| 3M | -2.4% | -18.4% | +16.0% | +0.9% |
| 6M | -22.3% | -10.6% | -11.8% | -21.8% |
| YTD | -37.2% | -25.1% | -12.2% | -34.5% |
| 1Y | -53.0% | -28.6% | -24.3% | -50.7% |
| 3Y | -20.0% | +65.6% | -85.6% | -37.0% |
| All | -49.6% | +41.2% | -90.8% | -54.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling