+41.1%
CLS vs BRO
-24.4%
+65.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | -0.6% |
| 7D | +4.6% | -2.6% | +7.1% | +2.1% |
| 30D | -13.9% | +0.9% | -14.8% | -12.8% |
| 3M | -26.6% | +24.8% | -51.3% | -7.0% |
| 6M | +15.4% | -0.1% | +15.5% | +18.7% |
| YTD | +5.7% | -9.7% | +15.4% | -1.8% |
| 1Y | +41.1% | -24.5% | +65.6% | +10.2% |
| All | +41.1% | -24.4% | +65.6% | +10.2% |
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