+36.7%
CLS vs BROS
-30.1%
+66.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +1.6% |
| 7D | +20.1% | -6.6% | +26.7% | +22.1% |
| 30D | +6.0% | -12.3% | +18.4% | +9.6% |
| 3M | -10.3% | -22.2% | +11.9% | -5.3% |
| 6M | +24.5% | -14.3% | +38.8% | +27.8% |
| YTD | +12.9% | -26.6% | +39.4% | +18.8% |
| 1Y | +36.7% | -31.5% | +68.2% | +32.9% |
| All | +36.7% | -30.1% | +66.8% | +32.9% |
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