+28.8%
CCL vs BROS
+10.5%
+18.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.5% | -6.9% | -2.3% |
| 7D | -1.2% | +6.3% | -7.5% | -3.1% |
| 30D | +13.1% | -8.3% | +21.5% | +15.3% |
| 3M | +3.4% | -29.8% | +33.2% | +13.8% |
| 6M | +18.7% | -25.8% | +44.5% | +27.3% |
| YTD | -2.3% | -41.4% | +39.1% | +12.0% |
| 1Y | +14.2% | -35.2% | +49.4% | +26.9% |
| 3Y | +133.6% | +32.8% | +100.8% | +98.6% |
| 5Y | +33.5% | -42.2% | +75.7% | +23.4% |
| All | +28.8% | +10.5% | +18.4% | +23.1% |
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