-34.3%
CLX vs BROS
+43.3%
-77.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.3% |
| 7D | -9.2% | -6.7% | -2.6% | -9.1% |
| 30D | -11.0% | -29.1% | +18.0% | -10.3% |
| 3M | +5.0% | -16.7% | +21.7% | +5.5% |
| 6M | -18.8% | -11.6% | -7.2% | -18.7% |
| YTD | -4.4% | -23.9% | +19.5% | -4.0% |
| 1Y | -21.9% | -34.8% | +12.9% | -21.4% |
| 3Y | -32.8% | +62.1% | -94.8% | -33.7% |
| All | -34.3% | +43.3% | -77.7% | -34.4% |
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 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