-1.8%
BROS vs COO
-41.9%
+40.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.5% | +4.1% | +5.3% |
| 7D | -17.9% | +4.3% | -22.2% | -19.5% |
| 30D | -5.4% | +17.6% | -22.9% | -12.8% |
| 3M | -32.1% | -13.9% | -18.2% | -27.2% |
| 6M | -31.7% | +6.6% | -38.2% | -35.0% |
| YTD | -41.2% | -22.0% | -19.2% | -33.7% |
| 1Y | -32.6% | -8.8% | -23.8% | -30.2% |
| 3Y | +32.7% | -21.5% | +54.2% | +36.0% |
| 5Y | -44.2% | -41.0% | -3.2% | -34.4% |
| All | -1.8% | -41.9% | +40.1% | +11.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling