+3,369.0%
CLS vs BRO
+3,742.6%
-373.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.4% |
| 7D | +5.0% | -8.6% | +13.5% | +8.6% |
| 30D | +4.8% | -6.9% | +11.7% | +7.3% |
| 3M | -10.4% | +10.5% | -20.9% | -15.7% |
| 6M | +20.8% | -2.8% | +23.6% | +18.4% |
| YTD | +10.0% | -16.1% | +26.2% | +13.2% |
| 1Y | +28.5% | -27.6% | +56.1% | +39.0% |
| 3Y | +1,292.2% | -7.3% | +1,299.5% | +1,186.6% |
| 5Y | +3,616.8% | +19.0% | +3,597.8% | +2,847.0% |
| 10Y | +2,959.5% | +292.7% | +2,666.7% | +1,265.1% |
| All | +3,369.0% | +3,742.6% | -373.6% | +547.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling