-49.3%
CCI vs BRO
+17.6%
-67.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.4% |
| 7D | -0.3% | -7.3% | +7.0% | +2.2% |
| 30D | +2.2% | -6.9% | +9.1% | +4.6% |
| 3M | -16.9% | +10.7% | -27.5% | -19.9% |
| 6M | -11.5% | -2.7% | -8.8% | -11.3% |
| YTD | -12.8% | -16.3% | +3.5% | -8.3% |
| 1Y | -17.1% | -29.1% | +12.0% | -7.6% |
| 3Y | -9.6% | -7.8% | -1.8% | -10.9% |
| All | -49.3% | +17.6% | -67.0% | -54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling