+155.6%
CCL vs BROS
+32.8%
+122.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.6% | -2.5% | +2.1% |
| 7D | +3.1% | -17.9% | +21.0% | +8.8% |
| 30D | +17.5% | -5.4% | +22.9% | +18.6% |
| 3M | +6.8% | -32.1% | +38.9% | +19.2% |
| 6M | +18.7% | -31.7% | +50.4% | +30.8% |
| YTD | +3.0% | -41.2% | +44.2% | +17.9% |
| 1Y | +17.7% | -32.6% | +50.3% | +29.5% |
| 3Y | +155.6% | +32.7% | +122.9% | +140.2% |
| All | +155.6% | +32.8% | +122.8% | +140.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling