+767.6%
CCL vs BRO
+25,589.7%
-24,822.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -4.3% | -8.6% | +4.3% | -1.8% |
| 30D | -19.0% | -6.9% | -12.0% | -17.4% |
| 3M | -13.1% | +10.5% | -23.6% | -15.9% |
| 6M | -13.3% | -2.8% | -10.5% | -13.4% |
| YTD | -25.2% | -16.1% | -9.1% | -22.3% |
| 1Y | -27.2% | -27.6% | +0.4% | -21.1% |
| 3Y | +49.2% | -7.3% | +56.5% | +49.3% |
| 5Y | +0.4% | +19.0% | -18.6% | -5.9% |
| 10Y | -42.3% | +292.7% | -335.0% | -58.0% |
| All | +767.6% | +25,589.7% | -24,822.1% | +366.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling