-29.6%
CLS vs BRO
-3.6%
-26.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +4.5% | -13.5% | -4.6% |
| 7D | -21.1% | +12.4% | -33.6% | -10.6% |
| 30D | -38.2% | +21.6% | -59.8% | -23.8% |
| 3M | -36.3% | +4.3% | -40.6% | -30.3% |
| 6M | -43.8% | +29.2% | -73.0% | -23.6% |
| YTD | -20.0% | -6.4% | -13.7% | -19.7% |
| 1Y | -29.6% | -5.3% | -24.3% | -27.2% |
| All | -29.6% | -3.6% | -26.0% | -27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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