+332.6%
CAT vs BRO
+17.6%
+315.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | +0.6% | -7.3% | +7.9% | +1.1% |
| 30D | -4.3% | -6.9% | +2.5% | -3.9% |
| 3M | -8.6% | +10.7% | -19.3% | -10.5% |
| 6M | +16.1% | -2.7% | +18.8% | +16.3% |
| YTD | +43.8% | -16.3% | +60.1% | +48.4% |
| 1Y | +91.5% | -29.1% | +120.5% | +105.8% |
| 3Y | +202.7% | -7.8% | +210.5% | +197.8% |
| All | +332.6% | +17.6% | +315.0% | +268.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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