-37.1%
BROS vs CAI
-9.9%
-27.3%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.2% | +1.0% |
| 7D | -5.8% | -2.9% | -2.8% | -5.6% |
| 30D | -14.0% | +9.3% | -23.3% | -14.6% |
| 3M | -32.5% | +35.2% | -67.7% | -33.9% |
| 6M | -14.9% | +30.7% | -45.6% | -17.1% |
| YTD | -28.3% | -9.8% | -18.5% | -28.4% |
| 1Y | -34.0% | -28.9% | -5.1% | -34.0% |
| All | -37.1% | -9.9% | -27.3% | -38.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling