-1.5%
CCL vs BROS
+33.7%
-35.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.4% | 0.0% |
| 7D | -4.3% | -6.1% | +1.8% | -2.5% |
| 30D | -19.0% | -12.4% | -6.6% | -15.8% |
| 3M | -13.1% | -27.9% | +14.8% | -5.0% |
| 6M | -13.3% | -16.8% | +3.5% | -9.4% |
| YTD | -25.2% | -29.0% | +3.8% | -18.4% |
| 1Y | -27.2% | -33.2% | +6.0% | -19.6% |
| 3Y | +49.2% | +56.8% | -7.5% | +21.5% |
| All | -1.5% | +33.7% | -35.1% | -10.3% |
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