-46.7%
CLF vs BROS
+10.8%
-57.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +6.6% | +0.3% | +5.7% |
| 7D | -14.1% | -17.9% | +3.8% | -10.8% |
| 30D | -5.5% | -5.4% | -0.2% | -4.5% |
| 3M | 0.0% | -32.1% | +32.1% | +7.2% |
| 6M | +11.3% | -31.7% | +42.9% | +17.9% |
| YTD | -7.7% | -41.2% | +33.5% | +0.4% |
| 1Y | +17.5% | -32.6% | +50.1% | +24.5% |
| 3Y | -25.4% | +32.7% | -58.1% | -32.1% |
| 5Y | -46.0% | -44.2% | -1.7% | -48.4% |
| All | -46.7% | +10.8% | -57.5% | -47.8% |
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 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