-42.6%
CCL vs BRKR
+155.3%
-198.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.5% | +1.4% |
| 7D | -3.2% | -8.7% | +5.4% | +0.7% |
| 30D | -17.8% | -9.9% | -7.9% | -14.3% |
| 3M | -18.7% | -3.1% | -15.6% | -20.8% |
| 6M | -11.4% | +45.5% | -56.9% | -30.6% |
| YTD | -24.3% | +13.7% | -38.0% | -33.9% |
| 1Y | -28.8% | +67.4% | -96.2% | -49.9% |
| 3Y | +49.3% | -13.2% | +62.5% | +34.5% |
| 5Y | +1.6% | -39.5% | +41.1% | +9.1% |
| All | -42.6% | +155.3% | -198.0% | -67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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