+3,486.1%
CLS vs BROS
+43.3%
+3,442.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.7% |
| 7D | +4.6% | -6.7% | +11.2% | +5.9% |
| 30D | -13.9% | -29.1% | +15.2% | -7.7% |
| 3M | -26.6% | -16.7% | -9.9% | -24.3% |
| 6M | +15.4% | -11.6% | +27.0% | +17.5% |
| YTD | +5.7% | -23.9% | +29.6% | +10.3% |
| 1Y | +41.1% | -34.8% | +75.9% | +50.7% |
| 3Y | +1,228.6% | +62.1% | +1,166.5% | +1,115.0% |
| All | +3,486.1% | +43.3% | +3,442.8% | +3,373.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling