+160.5%
CAT vs BROS
+22.6%
+137.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -20.6% |
| 3M | -29.1% | -33.9% | +4.8% | -26.2% |
| 6M | -33.4% | -33.5% | +0.1% | -31.3% |
| YTD | +6.6% | -44.9% | +51.5% | +11.6% |
| 1Y | +6.5% | -41.5% | +48.0% | +10.8% |
| All | +160.5% | +22.6% | +137.9% | +150.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling