-42.6%
BROS vs CAPR
+172.3%
-214.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -6.9% | +13.4% | +6.7% |
| 7D | +6.3% | +5.9% | +0.4% | +6.0% |
| 30D | -8.3% | +44.6% | -53.0% | -9.4% |
| 3M | -29.8% | +126.4% | -156.2% | -31.8% |
| 6M | -25.8% | -68.6% | +42.8% | -25.1% |
| YTD | -41.4% | -67.0% | +25.6% | -41.1% |
| 1Y | -35.2% | +65.2% | -100.3% | -42.5% |
| 3Y | +32.8% | +235.6% | -202.8% | -11.3% |
| All | -42.6% | +172.3% | -214.9% | -69.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling