+39.8%
CLSK vs BROS
-35.3%
+75.1%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.1% | +0.6% |
| 7D | +8.8% | -6.7% | +15.5% | +11.8% |
| 30D | -6.0% | -29.1% | +23.1% | +7.8% |
| 3M | -24.4% | -16.7% | -7.7% | -21.8% |
| 6M | +19.0% | -11.6% | +30.7% | +18.8% |
| YTD | +25.4% | -23.9% | +49.3% | +31.8% |
| 1Y | +39.8% | -34.8% | +74.5% | +54.6% |
| All | +39.8% | -35.3% | +75.1% | +54.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling