+285.2%
BRO vs COPX
+583.8%
-298.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -7.3% | -2.3% | -5.0% | -7.1% |
| 30D | -6.9% | +0.3% | -7.1% | -7.1% |
| 3M | +10.7% | +6.8% | +3.8% | +8.7% |
| 6M | -2.7% | +7.9% | -10.6% | -5.7% |
| YTD | -16.3% | +23.7% | -40.1% | -22.0% |
| 1Y | -29.1% | +71.5% | -100.6% | -39.0% |
| 3Y | -7.8% | +149.1% | -156.9% | -29.9% |
| 5Y | +18.7% | +167.3% | -148.6% | -13.7% |
| All | +285.2% | +583.8% | -298.6% | +92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 10y: compounded portfolio wealth divided by compounded COPX 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…
10y analysis · Full analysis span regression · 6 months rolling