+196.6%
CAT vs BROS
+3.9%
+192.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.1% |
| 7D | -10.3% | -21.2% | +10.9% | -8.4% |
| 30D | -31.2% | -11.6% | -19.6% | -30.6% |
| 3M | -34.7% | -36.7% | +2.0% | -32.1% |
| 6M | -39.5% | -42.8% | +3.3% | -36.9% |
| YTD | -1.7% | -44.8% | +43.2% | +2.5% |
| 1Y | -1.1% | -36.5% | +35.4% | +1.8% |
| 3Y | +143.9% | +27.0% | +116.9% | +132.5% |
| 5Y | +194.8% | -50.3% | +245.1% | +183.4% |
| All | +196.6% | +3.9% | +192.7% | +194.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling