-31.5%
BROS vs COO
-7.1%
-24.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.2% | +4.2% | +0.8% |
| 7D | -6.6% | -9.0% | +2.4% | -2.6% |
| 30D | -12.3% | -16.8% | +4.5% | -4.7% |
| 3M | -22.2% | -7.5% | -14.7% | -19.4% |
| 6M | -14.3% | -16.3% | +2.0% | -5.6% |
| YTD | -26.6% | -22.5% | -4.0% | -16.1% |
| 1Y | -31.5% | -7.0% | -24.5% | -29.3% |
| All | -31.5% | -7.1% | -24.4% | -29.3% |
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