-33.3%
BROS vs CAI
-7.1%
-26.1%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.8% |
| 7D | -6.7% | -2.2% | -4.5% | -6.5% |
| 30D | -29.1% | +52.4% | -81.5% | -31.7% |
| 3M | -16.7% | +45.1% | -61.8% | -19.1% |
| 6M | -11.6% | +26.2% | -37.8% | -13.4% |
| YTD | -23.9% | -7.1% | -16.8% | -24.2% |
| 1Y | -34.8% | -31.0% | -3.8% | -34.9% |
| All | -33.3% | -7.1% | -26.1% | -34.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling