-38.3%
CCI vs BROS
+10.5%
-48.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.5% | -5.2% | +0.9% |
| 7D | +2.5% | +6.3% | -3.8% | +2.1% |
| 30D | +14.4% | -8.3% | +22.8% | +14.8% |
| 3M | +21.7% | -29.8% | +51.5% | +24.0% |
| 6M | +4.0% | -25.8% | +29.9% | +5.1% |
| YTD | +6.2% | -41.4% | +47.6% | +8.7% |
| 1Y | +5.4% | -35.2% | +40.6% | +7.0% |
| 3Y | +11.7% | +32.8% | -21.0% | +2.8% |
| 5Y | -35.6% | -42.2% | +6.5% | -39.5% |
| All | -38.3% | +10.5% | -48.8% | -43.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling