+29.5%
CL vs BROS
+43.3%
-13.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.5% |
| 7D | -2.2% | -6.7% | +4.5% | -2.1% |
| 30D | -4.8% | -29.1% | +24.2% | -4.5% |
| 3M | +4.9% | -16.7% | +21.6% | +5.1% |
| 6M | -5.7% | -11.6% | +5.9% | -5.6% |
| YTD | +14.4% | -23.9% | +38.3% | +14.6% |
| 1Y | +8.7% | -34.8% | +43.5% | +9.0% |
| 3Y | +30.0% | +62.1% | -32.1% | +29.1% |
| All | +29.5% | +43.3% | -13.8% | +27.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling