+143.9%
CAT vs BROS
+25.7%
+118.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.1% |
| 7D | -10.3% | -21.2% | +10.9% | -8.1% |
| 30D | -31.2% | -11.6% | -19.6% | -30.4% |
| 3M | -34.7% | -36.7% | +2.0% | -31.7% |
| 6M | -39.5% | -42.8% | +3.3% | -36.5% |
| YTD | -1.7% | -44.8% | +43.2% | +3.0% |
| 1Y | -1.1% | -36.5% | +35.4% | +2.0% |
| 3Y | +143.9% | +27.0% | +116.9% | +133.9% |
| All | +143.9% | +25.7% | +118.2% | +133.9% |
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