+25.1%
BROS vs CAPR
+101.3%
-76.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.6% | +2.1% | -1.4% |
| 7D | -0.9% | -9.5% | +8.6% | -0.7% |
| 30D | -13.5% | +121.5% | -135.0% | -15.8% |
| 3M | -18.4% | -65.4% | +46.9% | -17.6% |
| 6M | -10.6% | -67.5% | +56.9% | -9.6% |
| YTD | -25.1% | -68.6% | +43.5% | -24.3% |
| 1Y | -28.6% | +42.7% | -71.3% | -36.5% |
| 3Y | +65.6% | +43.4% | +22.2% | +23.8% |
| All | +25.1% | +101.3% | -76.3% | -27.8% |
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