+28.5%
CL vs BRO
+17.6%
+10.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | -2.4% | -8.6% | +6.2% | -0.4% |
| 30D | -4.8% | -6.9% | +2.2% | -3.2% |
| 3M | -1.7% | +10.5% | -12.2% | -4.1% |
| 6M | -3.8% | -2.8% | -1.1% | -3.7% |
| YTD | +13.3% | -16.1% | +29.4% | +17.3% |
| 1Y | +8.3% | -27.6% | +35.9% | +16.0% |
| 3Y | +28.8% | -7.3% | +36.1% | +29.4% |
| 5Y | +28.5% | +19.0% | +9.6% | +21.2% |
| All | +28.5% | +17.6% | +10.9% | +21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling