+4,830.4%
CL vs BRO
+26,306.2%
-21,475.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.1% | +0.2% |
| 7D | -1.4% | -5.4% | +4.0% | -0.6% |
| 30D | -5.2% | -4.3% | -0.9% | -4.6% |
| 3M | +3.3% | +17.8% | -14.5% | +0.9% |
| 6M | -4.4% | -6.8% | +2.4% | -3.7% |
| YTD | +13.9% | -13.8% | +27.7% | +15.8% |
| 1Y | +7.6% | -27.8% | +35.4% | +12.0% |
| 3Y | +29.6% | -4.7% | +34.3% | +29.5% |
| 5Y | +28.1% | +20.6% | +7.4% | +23.2% |
| 10Y | +53.4% | +293.7% | -240.4% | +28.5% |
| All | +4,830.4% | +26,306.2% | -21,475.8% | +3,429.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling