-8.1%
BROS vs CAPR
+127.6%
-135.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -8.7% | +5.0% | -3.5% |
| 7D | -2.5% | +19.1% | -21.6% | -3.1% |
| 30D | -11.2% | +48.8% | -60.1% | -12.4% |
| 3M | -33.9% | +144.4% | -178.3% | -36.1% |
| 6M | -33.5% | -67.5% | +34.0% | -32.9% |
| YTD | -44.9% | -64.5% | +19.6% | -44.7% |
| 1Y | -41.5% | +74.4% | -115.9% | -48.4% |
| 3Y | +22.4% | +265.7% | -243.3% | -20.8% |
| 5Y | -45.7% | +196.0% | -241.6% | -72.2% |
| All | -8.1% | +127.6% | -135.7% | -47.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling