+218.0%
CAT vs BROS
+10.8%
+207.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +6.6% | +0.6% | +6.6% |
| 7D | -2.4% | -17.9% | +15.5% | -0.8% |
| 30D | -25.0% | -5.4% | -19.6% | -24.8% |
| 3M | -28.7% | -32.1% | +3.3% | -26.4% |
| 6M | -33.0% | -31.7% | -1.3% | -31.3% |
| YTD | +5.4% | -41.2% | +46.6% | +9.3% |
| 1Y | +7.3% | -32.6% | +39.9% | +9.8% |
| 3Y | +166.0% | +32.7% | +133.4% | +152.6% |
| 5Y | +210.1% | -44.2% | +254.3% | +196.9% |
| All | +218.0% | +10.8% | +207.2% | +214.4% |
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