+27.0%
BROS vs COO
-36.8%
+63.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.5% |
| 7D | -6.7% | -2.2% | -4.5% | -5.6% |
| 30D | -29.1% | -7.0% | -22.1% | -26.2% |
| 3M | -16.7% | +12.2% | -28.9% | -22.1% |
| 6M | -11.6% | -15.1% | +3.5% | -3.9% |
| YTD | -23.9% | -15.1% | -8.8% | -17.3% |
| 1Y | -34.8% | +2.3% | -37.1% | -36.3% |
| 3Y | +62.1% | -23.7% | +85.7% | +74.9% |
| All | +27.0% | -36.8% | +63.8% | +38.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling