+226.3%
CLSK vs BRO
-7.6%
+233.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.2% | +7.0% | +6.8% |
| 7D | +7.7% | -7.3% | +15.0% | +7.5% |
| 30D | +12.2% | -6.9% | +19.1% | +12.0% |
| 3M | -15.5% | +10.7% | -26.1% | -19.2% |
| 6M | +39.3% | -2.7% | +42.0% | +38.7% |
| YTD | +35.1% | -16.3% | +51.4% | +41.8% |
| 1Y | +34.0% | -29.1% | +63.1% | +54.0% |
| 3Y | +226.3% | -7.8% | +234.1% | +211.7% |
| All | +226.3% | -7.6% | +233.9% | +211.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling