-20.3%
BROS vs CLBK
+65.7%
-86.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.5% |
| 7D | +2.5% | +4.6% | -2.1% | +0.4% |
| 30D | +15.1% | -1.5% | +16.6% | +15.9% |
| 3M | -31.4% | +4.4% | -35.8% | -33.0% |
| 6M | -22.6% | +31.7% | -54.3% | -34.3% |
| YTD | -28.1% | +58.7% | -86.9% | -44.9% |
| 1Y | -20.3% | +64.9% | -85.1% | -42.8% |
| All | -20.3% | +65.7% | -86.0% | -42.8% |
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