-42.9%
CLF vs BROS
+7.7%
-50.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.3% |
| 7D | +2.3% | -20.4% | +22.8% | +6.9% |
| 30D | +1.9% | -6.1% | +8.0% | +3.2% |
| 3M | +5.9% | -29.4% | +35.3% | +12.7% |
| 6M | +16.9% | -31.5% | +48.4% | +23.8% |
| YTD | -1.1% | -42.8% | +41.8% | +8.2% |
| 1Y | +28.8% | -37.5% | +66.3% | +38.4% |
| 3Y | -20.6% | +27.2% | -47.8% | -27.1% |
| 5Y | -41.5% | -47.0% | +5.4% | -43.8% |
| All | -42.9% | +7.7% | -50.6% | -43.7% |
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 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