+29.0%
CL vs BROS
+41.2%
-12.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.4% |
| 7D | -1.4% | -0.9% | -0.4% | -1.4% |
| 30D | -5.2% | -13.5% | +8.2% | -5.1% |
| 3M | +3.3% | -18.4% | +21.7% | +3.5% |
| 6M | -4.4% | -10.6% | +6.2% | -4.3% |
| YTD | +13.9% | -25.1% | +39.0% | +14.1% |
| 1Y | +7.6% | -28.6% | +36.3% | +7.8% |
| 3Y | +29.6% | +65.6% | -36.0% | +28.7% |
| All | +29.0% | +41.2% | -12.2% | +27.3% |
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