+1,242.3%
CLS vs BROS
+80.7%
+1,161.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.6% |
| 7D | +4.6% | -6.7% | +11.2% | +6.6% |
| 30D | -13.9% | -29.1% | +15.2% | -4.1% |
| 3M | -26.6% | -16.7% | -9.9% | -23.3% |
| 6M | +15.4% | -11.6% | +27.0% | +18.0% |
| YTD | +5.7% | -23.9% | +29.6% | +12.6% |
| 1Y | +41.1% | -34.8% | +75.9% | +56.2% |
| All | +1,242.3% | +80.7% | +1,161.6% | +993.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling