+3,154.0%
CLS vs BRO
+294.2%
+2,859.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.2% | +6.8% | +6.6% |
| 7D | +10.9% | -7.3% | +18.3% | +12.7% |
| 30D | +2.1% | -6.9% | +8.9% | +3.4% |
| 3M | -10.2% | +10.7% | -20.9% | -13.7% |
| 6M | +30.4% | -2.7% | +33.1% | +29.4% |
| YTD | +17.2% | -16.3% | +33.6% | +21.0% |
| 1Y | +41.0% | -29.1% | +70.1% | +53.3% |
| 3Y | +1,338.0% | -7.8% | +1,345.8% | +1,201.6% |
| 5Y | +3,860.6% | +18.7% | +3,841.8% | +2,851.9% |
| All | +3,154.0% | +294.2% | +2,859.7% | +1,514.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling