+2,470.5%
CLS vs BROS
+8.6%
+2,461.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +0.9% |
| 7D | -13.9% | -19.0% | +5.2% | -10.0% |
| 30D | -38.2% | -7.3% | -30.9% | -37.3% |
| 3M | -28.8% | -31.2% | +2.4% | -23.5% |
| 6M | -40.4% | -33.0% | -7.3% | -36.0% |
| YTD | -24.3% | -42.4% | +18.1% | -16.5% |
| 1Y | -35.0% | -37.7% | +2.7% | -29.7% |
| 3Y | +778.7% | +28.2% | +750.5% | +745.3% |
| 5Y | +1,884.8% | -43.4% | +1,928.2% | +1,832.6% |
| All | +2,470.5% | +8.6% | +2,461.9% | +2,529.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling