-7.9%
BROS vs CAPR
+100.0%
-107.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.7% | -7.0% | -2.4% |
| 7D | -21.2% | +41.1% | -62.3% | -22.0% |
| 30D | -11.6% | +11.1% | -22.7% | -11.9% |
| 3M | -36.7% | +115.3% | -152.0% | -38.4% |
| 6M | -42.8% | -73.8% | +31.0% | -41.9% |
| YTD | -44.8% | -68.8% | +24.0% | -44.4% |
| 1Y | -36.5% | +43.3% | -79.9% | -43.5% |
| 3Y | +27.0% | +214.7% | -187.7% | -17.1% |
| 5Y | -50.3% | +141.3% | -191.6% | -73.6% |
| All | -7.9% | +100.0% | -107.9% | -46.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling