+30.2%
CCL vs BROS
-47.0%
+77.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.6% | -2.5% | +1.8% |
| 7D | +3.1% | -17.9% | +21.0% | +9.6% |
| 30D | +17.5% | -5.4% | +22.9% | +18.7% |
| 3M | +6.8% | -32.1% | +38.9% | +21.0% |
| 6M | +18.7% | -31.7% | +50.4% | +32.5% |
| YTD | +3.0% | -41.2% | +44.2% | +20.6% |
| 1Y | +17.7% | -32.6% | +50.3% | +31.1% |
| 3Y | +155.6% | +32.7% | +122.9% | +102.1% |
| 5Y | +30.2% | -44.2% | +74.4% | +25.8% |
| All | +30.2% | -47.0% | +77.2% | +25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling