+7.8%
BR vs COO
-39.5%
+47.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.7% | +0.3% | -1.6% |
| 7D | -5.9% | -2.3% | -3.7% | -5.3% |
| 30D | +1.9% | -8.8% | +10.7% | +4.8% |
| 3M | +14.7% | +1.3% | +13.3% | +14.3% |
| 6M | -12.8% | -11.6% | -1.2% | -9.6% |
| YTD | -23.0% | -17.4% | -5.6% | -18.7% |
| 1Y | -31.7% | -1.6% | -30.1% | -32.0% |
| 3Y | -4.8% | -22.6% | +17.9% | -0.8% |
| 5Y | +7.8% | -40.3% | +48.2% | +23.9% |
| All | +7.8% | -39.5% | +47.3% | +23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling