-29.6%
BR vs COO
+4.1%
-33.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.5% | -1.9% | -3.0% |
| 7D | -5.3% | -2.2% | -3.1% | -4.8% |
| 30D | +6.4% | -7.0% | +13.5% | +8.1% |
| 3M | +13.6% | +12.2% | +1.4% | +12.5% |
| 6M | -6.7% | -15.1% | +8.4% | -3.7% |
| YTD | -21.1% | -15.1% | -6.0% | -18.6% |
| 1Y | -29.6% | +2.3% | -31.9% | -29.5% |
| All | -29.6% | +4.1% | -33.7% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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