-5.3%
BRO vs CLBK
+65.7%
-71.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.9% | +3.5% | +4.3% |
| 7D | +12.4% | +4.6% | +7.9% | +11.6% |
| 30D | +21.6% | -1.5% | +23.1% | +21.6% |
| 3M | +4.3% | +4.4% | -0.1% | +3.4% |
| 6M | +29.2% | +31.7% | -2.5% | +23.9% |
| YTD | -6.4% | +58.7% | -65.1% | -12.0% |
| 1Y | -5.3% | +64.9% | -70.2% | -10.9% |
| All | -5.3% | +65.7% | -71.1% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 1y: compounded portfolio wealth divided by compounded CLBK 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…
1y analysis · Full analysis span regression · 6 months rolling