+32.8%
BROS vs CLBK
+54.0%
-21.2%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.5% | +7.0% | +6.7% |
| 7D | +6.3% | +0.9% | +5.4% | +6.0% |
| 30D | -8.3% | +3.4% | -11.8% | -9.4% |
| 3M | -29.8% | -4.3% | -25.5% | -28.6% |
| 6M | -25.8% | +28.4% | -54.2% | -32.9% |
| YTD | -41.4% | +59.4% | -100.8% | -51.1% |
| 1Y | -35.2% | +64.8% | -100.0% | -46.6% |
| 3Y | +32.8% | +50.6% | -17.8% | +5.7% |
| All | +32.8% | +54.0% | -21.2% | +5.7% |
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 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