+6.0%
CLSK vs BRO
+17.6%
-11.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.2% | +7.0% | +6.9% |
| 7D | +7.7% | -7.3% | +15.0% | +11.2% |
| 30D | +12.2% | -6.9% | +19.1% | +15.0% |
| 3M | -15.5% | +10.7% | -26.1% | -24.1% |
| 6M | +39.3% | -2.7% | +42.0% | +34.5% |
| YTD | +35.1% | -16.3% | +51.4% | +43.3% |
| 1Y | +34.0% | -29.1% | +63.1% | +62.0% |
| 3Y | +226.3% | -7.8% | +234.1% | +188.9% |
| All | +6.0% | +17.6% | -11.7% | -38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling