+6.1%
CLSK vs BROS
+41.2%
-35.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.5% | +7.7% | +6.9% |
| 7D | +21.9% | -0.9% | +22.8% | +22.0% |
| 30D | +9.6% | -13.5% | +23.0% | +16.4% |
| 3M | -18.4% | -18.4% | 0.0% | -13.0% |
| 6M | +46.4% | -10.6% | +56.9% | +49.4% |
| YTD | +33.2% | -25.1% | +58.3% | +47.1% |
| 1Y | +47.0% | -28.6% | +75.6% | +64.5% |
| 3Y | +206.4% | +65.6% | +140.8% | +112.5% |
| All | +6.1% | +41.2% | -35.1% | -4.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling