-20.8%
CLF vs BROS
+22.6%
-43.5%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.7% | +3.2% | +0.3% |
| 7D | +16.0% | -2.5% | +18.5% | +16.6% |
| 30D | +1.6% | -11.2% | +12.9% | +4.4% |
| 3M | +6.7% | -33.9% | +40.6% | +16.1% |
| 6M | +21.1% | -33.5% | +54.6% | +29.6% |
| YTD | -1.6% | -44.9% | +43.4% | +9.2% |
| 1Y | +18.5% | -41.5% | +60.0% | +29.7% |
| All | -20.8% | +22.6% | -43.5% | -20.7% |
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