+19.4%
BRO vs COO
-52.5%
+71.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -7.3% | -22.5% | +15.2% | -0.6% |
| 30D | -6.9% | -29.7% | +22.9% | +2.8% |
| 3M | +10.7% | -20.1% | +30.8% | +17.7% |
| 6M | -2.7% | -26.9% | +24.2% | +5.8% |
| YTD | -16.3% | -34.2% | +17.9% | -6.4% |
| 1Y | -29.1% | -21.3% | -7.8% | -25.0% |
| 3Y | -7.8% | -38.7% | +30.8% | +1.6% |
| All | +19.4% | -52.5% | +71.9% | +50.1% |
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