+66.9%
BROS vs CLBK
+51.6%
+15.3%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.5% |
| 7D | -6.6% | -1.5% | -5.1% | -6.1% |
| 30D | -12.3% | +6.7% | -19.0% | -14.5% |
| 3M | -22.2% | +21.2% | -43.4% | -28.0% |
| 6M | -14.3% | +42.0% | -56.3% | -25.4% |
| YTD | -26.6% | +63.3% | -89.8% | -39.4% |
| 1Y | -31.5% | +65.4% | -96.9% | -43.9% |
| All | +66.9% | +51.6% | +15.3% | +34.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling