-35.2%
BROS vs CLBK
+63.8%
-99.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.5% | +7.0% | +6.8% |
| 7D | +6.3% | +0.9% | +5.4% | +5.9% |
| 30D | -8.3% | +3.4% | -11.8% | -9.5% |
| 3M | -29.8% | -4.3% | -25.5% | -28.3% |
| 6M | -25.8% | +28.4% | -54.2% | -35.4% |
| YTD | -41.4% | +59.4% | -100.8% | -54.1% |
| 1Y | -35.2% | +64.8% | -100.0% | -52.7% |
| All | -35.2% | +63.8% | -99.0% | -52.7% |
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