+51.0%
CL vs BRO
+294.2%
-243.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.0% | -1.2% |
| 7D | -2.2% | -7.3% | +5.1% | +0.1% |
| 30D | -6.0% | -6.9% | +0.9% | -3.9% |
| 3M | -2.3% | +10.7% | -13.0% | -5.7% |
| 6M | -2.0% | -2.7% | +0.7% | -1.8% |
| YTD | +11.8% | -16.3% | +28.2% | +17.3% |
| 1Y | +5.8% | -29.1% | +34.9% | +17.0% |
| 3Y | +25.9% | -7.8% | +33.8% | +25.3% |
| 5Y | +26.9% | +18.7% | +8.2% | +11.7% |
| All | +51.0% | +294.2% | -243.2% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 10y: compounded portfolio wealth divided by compounded BRO 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…
10y analysis · Full analysis span regression · 6 months rolling