-17.7%
CCI vs BROS
-33.2%
+15.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.4% | +1.6% | -1.6% |
| 7D | -4.4% | -6.1% | +1.7% | -4.2% |
| 30D | +0.3% | -12.4% | +12.7% | +0.8% |
| 3M | -20.0% | -27.9% | +8.0% | -19.3% |
| 6M | -14.5% | -16.8% | +2.3% | -15.1% |
| YTD | -14.9% | -29.0% | +14.2% | -14.9% |
| 1Y | -17.7% | -33.2% | +15.5% | -15.9% |
| All | -17.7% | -33.2% | +15.5% | -15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling