-1.8%
BROS vs CAPR
+118.9%
-120.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +9.4% | -2.8% | +6.4% |
| 7D | -17.9% | +36.0% | -54.0% | -18.6% |
| 30D | -5.4% | +25.8% | -31.2% | -6.1% |
| 3M | -32.1% | +140.8% | -172.9% | -34.2% |
| 6M | -31.7% | -67.6% | +35.9% | -31.0% |
| YTD | -41.2% | -65.9% | +24.7% | -40.8% |
| 1Y | -32.6% | +66.1% | -98.7% | -40.5% |
| 3Y | +32.7% | +256.9% | -224.2% | -14.2% |
| 5Y | -44.2% | +172.1% | -216.3% | -70.8% |
| All | -1.8% | +118.9% | -120.7% | -43.6% |
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