+35.2%
CCL vs BROS
+7.7%
+27.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | 0.0% |
| 7D | -1.5% | -20.4% | +18.9% | +4.8% |
| 30D | +16.5% | -6.1% | +22.5% | +17.8% |
| 3M | +11.2% | -29.4% | +40.6% | +22.3% |
| 6M | +22.6% | -31.5% | +54.1% | +34.7% |
| YTD | +2.6% | -42.8% | +45.4% | +18.5% |
| 1Y | +17.0% | -37.5% | +54.4% | +31.5% |
| 3Y | +145.5% | +27.2% | +118.4% | +111.6% |
| 5Y | +36.1% | -47.0% | +83.1% | +26.5% |
| All | +35.2% | +7.7% | +27.5% | +30.3% |
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