-26.9%
CCL vs BROS
-30.1%
+3.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.1% | -1.3% |
| 7D | -4.4% | -6.6% | +2.2% | -1.6% |
| 30D | -18.2% | -12.3% | -5.9% | -13.8% |
| 3M | -17.7% | -22.2% | +4.5% | -11.0% |
| 6M | -13.0% | -14.3% | +1.3% | -10.9% |
| YTD | -24.5% | -26.6% | +2.1% | -19.5% |
| 1Y | -26.9% | -31.5% | +4.6% | -22.7% |
| All | -26.9% | -30.1% | +3.1% | -22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling