+166.6%
BRO vs CLBK
+65.5%
+101.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -7.3% | -1.5% | -5.9% | -7.0% |
| 30D | -6.9% | -1.0% | -5.8% | -6.6% |
| 3M | +10.7% | +22.9% | -12.3% | +4.6% |
| 6M | -2.7% | +44.2% | -46.9% | -12.0% |
| YTD | -16.3% | +64.0% | -80.3% | -27.0% |
| 1Y | -29.1% | +65.7% | -94.8% | -38.5% |
| 3Y | -7.8% | +54.1% | -61.9% | -21.0% |
| 5Y | +18.7% | +44.7% | -26.0% | -1.8% |
| All | +166.6% | +65.5% | +101.1% | +108.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling