+43.7%
CL vs BROS
+10.8%
+32.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.6% | -5.2% | +1.3% |
| 7D | +0.5% | -17.9% | +18.4% | +0.7% |
| 30D | +11.6% | -5.4% | +16.9% | +11.6% |
| 3M | +5.6% | -32.1% | +37.7% | +6.0% |
| 6M | +13.2% | -31.7% | +44.8% | +13.6% |
| YTD | +26.9% | -41.2% | +68.1% | +27.4% |
| 1Y | +27.3% | -32.6% | +59.9% | +27.7% |
| 3Y | +39.7% | +32.7% | +7.0% | +39.1% |
| 5Y | +41.3% | -44.2% | +85.6% | +40.4% |
| All | +43.7% | +10.8% | +32.9% | +42.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling