+32.1%
CL vs BROS
-18.6%
+50.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.9% | +2.3% | +3.2% |
| 7D | +7.7% | +2.5% | +5.2% | +7.6% |
| 30D | +15.2% | +15.1% | +0.2% | +14.3% |
| 3M | +7.3% | -31.4% | +38.7% | +9.2% |
| 6M | +17.0% | -22.6% | +39.6% | +18.3% |
| YTD | +28.0% | -28.1% | +56.1% | +29.1% |
| 1Y | +32.1% | -20.3% | +52.4% | +31.7% |
| All | +32.1% | -18.6% | +50.7% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 1y: compounded portfolio wealth divided by compounded BROS 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…
1y analysis · Full analysis span regression · 6 months rolling