+221.4%
CAT vs BROS
+3.7%
+217.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.7% | +4.3% | +1.0% |
| 7D | +9.3% | -2.5% | +11.8% | +9.6% |
| 30D | -21.5% | -11.2% | -10.2% | -20.8% |
| 3M | -29.1% | -33.9% | +4.8% | -26.6% |
| 6M | -33.4% | -33.5% | +0.1% | -31.5% |
| YTD | +6.6% | -44.9% | +51.5% | +11.1% |
| 1Y | +6.5% | -41.5% | +48.0% | +10.4% |
| 3Y | +162.7% | +22.4% | +140.2% | +151.2% |
| 5Y | +214.2% | -45.7% | +259.9% | +203.0% |
| All | +221.4% | +3.7% | +217.7% | +219.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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