+41.1%
CLS vs BROS
-35.3%
+76.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.6% |
| 7D | +4.6% | -6.7% | +11.2% | +6.2% |
| 30D | -13.9% | -29.1% | +15.2% | -6.4% |
| 3M | -26.6% | -16.7% | -9.9% | -24.1% |
| 6M | +15.4% | -11.6% | +27.0% | +17.9% |
| YTD | +5.7% | -23.9% | +29.6% | +8.9% |
| 1Y | +41.1% | -34.8% | +75.9% | +17.1% |
| All | +41.1% | -35.3% | +76.4% | +17.1% |
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