-28.4%
CLX vs BROS
+3.9%
-32.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.3% |
| 7D | +13.6% | -21.2% | +34.8% | +14.2% |
| 30D | +23.4% | -11.6% | +34.9% | +23.7% |
| 3M | -2.8% | -36.7% | +33.8% | -1.8% |
| 6M | +14.0% | -42.8% | +56.8% | +15.4% |
| YTD | +4.2% | -44.8% | +49.0% | +5.4% |
| 1Y | -1.2% | -36.5% | +35.4% | -0.3% |
| 3Y | -12.7% | +27.0% | -39.6% | -13.3% |
| 5Y | -26.5% | -50.3% | +23.8% | -27.9% |
| All | -28.4% | +3.9% | -32.3% | -28.0% |
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