+487.3%
BRO vs CAPR
-99.1%
+586.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.6% | +2.2% | -2.4% |
| 7D | -7.6% | -12.6% | +5.0% | -7.6% |
| 30D | -6.9% | +124.4% | -131.3% | -7.4% |
| 3M | +12.8% | -66.8% | +79.6% | +13.0% |
| 6M | -5.9% | -71.8% | +65.9% | -5.6% |
| YTD | -15.9% | -70.1% | +54.2% | -15.7% |
| 1Y | -28.1% | +33.3% | -61.5% | -29.7% |
| 3Y | -7.0% | +36.7% | -43.7% | -9.9% |
| 5Y | +18.0% | +72.5% | -54.5% | +13.7% |
| 10Y | +293.9% | -77.3% | +371.2% | +272.8% |
| All | +487.3% | -99.1% | +586.4% | +457.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling