+285.2%
BRO vs CAPR
-78.4%
+363.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.1% | -0.2% |
| 7D | -7.3% | -11.0% | +3.6% | -7.2% |
| 30D | -6.9% | +99.8% | -106.6% | -7.6% |
| 3M | +10.7% | -66.6% | +77.2% | +11.0% |
| 6M | -2.7% | -75.1% | +72.4% | -2.2% |
| YTD | -16.3% | -71.0% | +54.7% | -16.0% |
| 1Y | -29.1% | +30.0% | -59.1% | -31.6% |
| 3Y | -7.8% | +29.0% | -36.8% | -13.0% |
| 5Y | +18.7% | +70.8% | -52.1% | +10.6% |
| All | +285.2% | -78.4% | +363.6% | +242.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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