+2,197.3%
CLX vs BRO
+25,535.4%
-23,338.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -5.7% | -7.3% | +1.6% | -4.8% |
| 30D | -17.0% | -6.9% | -10.2% | -16.3% |
| 3M | -9.7% | +10.7% | -20.3% | -10.8% |
| 6M | -19.8% | -2.7% | -17.1% | -19.7% |
| YTD | -9.8% | -16.3% | +6.5% | -8.2% |
| 1Y | -26.2% | -29.1% | +2.9% | -23.3% |
| 3Y | -36.2% | -7.8% | -28.4% | -35.9% |
| 5Y | -38.3% | +18.7% | -57.1% | -40.1% |
| 10Y | -3.5% | +291.9% | -295.4% | -17.7% |
| All | +2,197.3% | +25,535.4% | -23,338.2% | +1,645.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling