+64.4%
BROS vs CAPR
+40.5%
+23.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.7% |
| 7D | -6.7% | -2.0% | -4.7% | -6.6% |
| 30D | -29.1% | +139.2% | -168.3% | -30.2% |
| 3M | -16.7% | -66.4% | +49.7% | -16.2% |
| 6M | -11.6% | -63.1% | +51.5% | -11.3% |
| YTD | -23.9% | -67.4% | +43.5% | -23.5% |
| 1Y | -34.8% | +58.2% | -93.0% | -38.9% |
| All | +64.4% | +40.5% | +23.9% | +52.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling