-35.6%
BROS vs CAI
-11.0%
-24.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.2% | -1.8% |
| 7D | -6.6% | -3.1% | -3.5% | -6.4% |
| 30D | -12.3% | +2.7% | -15.0% | -12.6% |
| 3M | -22.2% | +41.7% | -63.9% | -24.5% |
| 6M | -14.3% | +26.5% | -40.8% | -16.2% |
| YTD | -26.6% | -10.9% | -15.6% | -26.6% |
| 1Y | -31.5% | -29.2% | -2.3% | -31.4% |
| All | -35.6% | -11.0% | -24.6% | -36.8% |
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