+28.8%
CLF vs BROS
-38.0%
+66.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.4% |
| 7D | +2.3% | -20.4% | +22.8% | +9.4% |
| 30D | +1.9% | -6.1% | +8.0% | +4.4% |
| 3M | +5.9% | -29.4% | +35.3% | +16.5% |
| 6M | +16.9% | -31.5% | +48.4% | +23.1% |
| YTD | -1.1% | -42.8% | +41.8% | +11.0% |
| 1Y | +28.8% | -37.5% | +66.3% | +40.3% |
| All | +28.8% | -38.0% | +66.8% | +40.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling