+22.4%
CCI vs BRO
+294.2%
-271.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.5% |
| 7D | -0.3% | -7.3% | +7.0% | +2.9% |
| 30D | +2.2% | -6.9% | +9.1% | +5.2% |
| 3M | -16.9% | +10.7% | -27.5% | -20.8% |
| 6M | -11.5% | -2.7% | -8.8% | -11.3% |
| YTD | -12.8% | -16.3% | +3.5% | -7.1% |
| 1Y | -17.1% | -29.1% | +12.0% | -5.2% |
| 3Y | -9.6% | -7.8% | -1.8% | -10.9% |
| 5Y | -48.9% | +18.7% | -67.7% | -57.0% |
| All | +22.4% | +294.2% | -271.8% | -25.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling