-2.1%
BROS vs CLBK
+42.9%
-45.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.5% | +7.0% | +6.6% |
| 7D | +6.3% | +0.9% | +5.4% | +6.1% |
| 30D | -8.3% | +3.4% | -11.8% | -9.1% |
| 3M | -29.8% | -4.3% | -25.5% | -29.0% |
| 6M | -25.8% | +28.4% | -54.2% | -30.9% |
| YTD | -41.4% | +59.4% | -100.8% | -48.4% |
| 1Y | -35.2% | +64.8% | -100.0% | -43.4% |
| 3Y | +32.8% | +50.6% | -17.8% | +16.1% |
| 5Y | -42.2% | +28.3% | -70.4% | -47.9% |
| All | -2.1% | +42.9% | -45.1% | +13.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling