+37.5%
CL vs BROS
+27.4%
+10.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | -0.1% |
| 7D | -0.8% | -20.4% | +19.6% | -0.5% |
| 30D | +9.5% | -6.1% | +15.6% | +9.6% |
| 3M | +6.8% | -29.4% | +36.1% | +7.2% |
| 6M | +14.3% | -31.5% | +45.8% | +14.9% |
| YTD | +26.3% | -42.8% | +69.1% | +27.0% |
| 1Y | +25.6% | -37.5% | +63.1% | +26.1% |
| All | +37.5% | +27.4% | +10.2% | +39.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling