+2,459.4%
CLS vs BROS
+10.8%
+2,448.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +6.6% | +1.2% | +6.5% |
| 7D | -10.6% | -17.9% | +7.4% | -6.8% |
| 30D | -38.4% | -5.4% | -33.1% | -37.8% |
| 3M | -29.9% | -32.1% | +2.2% | -24.4% |
| 6M | -40.6% | -31.7% | -9.0% | -36.6% |
| YTD | -24.6% | -41.2% | +16.6% | -17.2% |
| 1Y | -30.8% | -32.6% | +1.8% | -26.3% |
| 3Y | +811.7% | +32.7% | +779.1% | +771.9% |
| 5Y | +1,838.4% | -44.2% | +1,882.7% | +1,774.4% |
| All | +2,459.4% | +10.8% | +2,448.6% | +2,506.9% |
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 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