-51.7%
BROS vs CAI
-11.3%
-40.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.2% | -1.5% | -3.5% |
| 7D | -2.5% | -8.0% | +5.5% | -1.5% |
| 30D | -11.2% | -18.9% | +7.6% | -8.0% |
| 3M | -33.9% | +7.6% | -41.6% | -33.0% |
| 6M | -33.5% | +43.0% | -76.4% | -34.4% |
| YTD | -44.9% | -11.2% | -33.7% | -43.8% |
| 1Y | -41.5% | -3.3% | -38.2% | -40.4% |
| All | -51.7% | -11.3% | -40.5% | -51.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling