-34.0%
BROS vs CLBK
+68.0%
-102.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.1% | +1.1% |
| 7D | -5.8% | -1.5% | -4.3% | -5.2% |
| 30D | -14.0% | -1.0% | -12.9% | -13.6% |
| 3M | -32.5% | +22.9% | -55.4% | -38.7% |
| 6M | -14.9% | +44.2% | -59.1% | -28.4% |
| YTD | -28.3% | +64.0% | -92.3% | -42.4% |
| 1Y | -34.0% | +65.7% | -99.7% | -49.9% |
| All | -34.0% | +68.0% | -102.0% | -49.9% |
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