-29.6%
CLS vs BROS
-18.6%
-11.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +0.9% | -10.0% | -9.3% |
| 7D | -21.1% | +2.5% | -23.6% | -21.6% |
| 30D | -38.2% | +15.1% | -53.3% | -40.4% |
| 3M | -36.3% | -31.4% | -4.9% | -29.2% |
| 6M | -43.8% | -22.6% | -21.2% | -40.6% |
| YTD | -20.0% | -28.1% | +8.1% | -16.4% |
| 1Y | -29.6% | -20.3% | -9.3% | -28.2% |
| All | -29.6% | -18.6% | -11.0% | -28.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling