-33.6%
CLX vs BROS
+64.7%
-98.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.5% |
| 7D | -3.5% | -0.9% | -2.6% | -3.5% |
| 30D | -11.9% | -13.5% | +1.6% | -11.3% |
| 3M | -2.6% | -18.4% | +15.8% | -1.8% |
| 6M | -18.2% | -10.6% | -7.6% | -17.9% |
| YTD | -5.9% | -25.1% | +19.2% | -5.1% |
| 1Y | -23.8% | -28.6% | +4.8% | -23.2% |
| 3Y | -33.6% | +65.6% | -99.2% | -40.4% |
| All | -33.6% | +64.7% | -98.3% | -40.4% |
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