+7.6%
CLSK vs BROS
+35.1%
-27.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.1% | +5.7% | +6.3% |
| 7D | +7.7% | -5.8% | +13.5% | +10.6% |
| 30D | +12.2% | -14.0% | +26.2% | +19.5% |
| 3M | -15.5% | -32.5% | +17.0% | -1.5% |
| 6M | +39.3% | -14.9% | +54.3% | +45.5% |
| YTD | +35.1% | -28.3% | +63.4% | +52.2% |
| 1Y | +34.0% | -34.0% | +68.0% | +55.3% |
| 3Y | +226.3% | +63.0% | +163.3% | +128.0% |
| All | +7.6% | +35.1% | -27.5% | -1.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling