+205.5%
CLSK vs BROS
+57.4%
+148.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.4% | -0.2% | -2.1% |
| 7D | +1.7% | -6.1% | +7.8% | +4.6% |
| 30D | +11.1% | -12.4% | +23.5% | +17.4% |
| 3M | -14.1% | -27.9% | +13.8% | -2.9% |
| 6M | +32.9% | -16.8% | +49.7% | +39.6% |
| YTD | +26.5% | -29.0% | +55.5% | +42.7% |
| 1Y | +27.6% | -33.2% | +60.8% | +46.9% |
| All | +205.5% | +57.4% | +148.1% | +68.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling