+6.9%
CLX vs BROS
-38.0%
+44.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.3% |
| 7D | +7.8% | -20.4% | +28.2% | +9.6% |
| 30D | +28.5% | -6.1% | +34.6% | +28.5% |
| 3M | +1.3% | -29.4% | +30.7% | +4.0% |
| 6M | +23.4% | -31.5% | +54.9% | +26.4% |
| YTD | +11.4% | -42.8% | +54.2% | +15.2% |
| 1Y | +6.9% | -37.5% | +44.4% | +7.5% |
| All | +6.9% | -38.0% | +44.9% | +7.5% |
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