-17.5%
CLF vs BROS
+63.0%
-80.6%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.6% |
| 7D | +7.6% | -6.7% | +14.2% | +9.1% |
| 30D | -1.2% | -29.1% | +27.9% | +5.7% |
| 3M | -13.4% | -16.7% | +3.3% | -11.2% |
| 6M | +15.4% | -11.6% | +27.0% | +16.4% |
| YTD | -5.9% | -23.9% | +18.0% | -2.3% |
| 1Y | +18.8% | -34.8% | +53.6% | +26.0% |
| All | -17.5% | +63.0% | -80.6% | -25.7% |
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