-38.2%
BRO vs CAI
-9.9%
-28.3%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.5% | -0.3% |
| 7D | -7.3% | -2.9% | -4.4% | -7.1% |
| 30D | -6.9% | +9.3% | -16.2% | -7.6% |
| 3M | +10.7% | +35.2% | -24.6% | +7.6% |
| 6M | -2.7% | +30.7% | -33.4% | -5.7% |
| YTD | -16.3% | -9.8% | -6.5% | -18.1% |
| 1Y | -29.1% | -28.9% | -0.2% | -29.9% |
| All | -38.2% | -9.9% | -28.3% | -39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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