-31.6%
BR vs COO
-7.1%
-24.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.2% | +5.9% | +1.0% |
| 7D | -5.0% | -9.0% | +4.0% | -3.0% |
| 30D | -2.5% | -16.8% | +14.4% | +1.5% |
| 3M | +13.5% | -7.5% | +21.0% | +15.8% |
| 6M | -9.4% | -16.3% | +6.9% | -5.7% |
| YTD | -23.3% | -22.5% | -0.7% | -19.3% |
| 1Y | -31.6% | -7.0% | -24.6% | -30.0% |
| All | -31.6% | -7.1% | -24.5% | -30.0% |
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