+22.6%
BROS vs CLBK
+46.4%
-23.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.7% |
| 7D | -6.6% | -1.5% | -5.1% | -6.2% |
| 30D | -12.3% | +6.7% | -19.0% | -13.9% |
| 3M | -22.2% | +21.2% | -43.4% | -26.3% |
| 6M | -14.3% | +42.0% | -56.3% | -22.2% |
| YTD | -26.6% | +63.3% | -89.8% | -35.8% |
| 1Y | -31.5% | +65.4% | -96.9% | -40.4% |
| 3Y | +62.3% | +52.5% | +9.8% | +41.2% |
| All | +22.6% | +46.4% | -23.8% | +40.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling