+19.7%
BROS vs CLBK
+47.0%
-27.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.1% | +1.1% |
| 7D | -5.8% | -1.5% | -4.3% | -5.4% |
| 30D | -14.0% | -1.0% | -12.9% | -13.7% |
| 3M | -32.5% | +22.9% | -55.4% | -36.3% |
| 6M | -14.9% | +44.2% | -59.1% | -23.1% |
| YTD | -28.3% | +64.0% | -92.3% | -37.4% |
| 1Y | -34.0% | +65.7% | -99.7% | -42.6% |
| 3Y | +63.0% | +54.1% | +8.9% | +41.5% |
| All | +19.7% | +47.0% | -27.3% | +37.4% |
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