+39.8%
CLSK vs BRO
-24.4%
+64.2%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.4% | 0.0% |
| 7D | +8.8% | -2.6% | +11.4% | +7.2% |
| 30D | -6.0% | +0.9% | -6.9% | -5.2% |
| 3M | -24.4% | +24.8% | -49.1% | -19.3% |
| 6M | +19.0% | -0.1% | +19.1% | +25.6% |
| YTD | +25.4% | -9.7% | +35.1% | +32.3% |
| 1Y | +39.8% | -24.5% | +64.2% | +69.7% |
| All | +39.8% | -24.4% | +64.2% | +69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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