-20.3%
BROS vs COPX
+31.7%
-52.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.0% | -3.0% | +0.1% |
| 7D | +2.5% | -3.0% | +5.4% | +3.1% |
| 30D | +15.1% | -13.6% | +28.7% | +18.4% |
| 3M | -31.4% | -11.2% | -20.2% | -29.9% |
| 6M | -22.6% | -2.4% | -20.2% | -24.6% |
| YTD | -28.1% | +4.2% | -32.4% | -31.7% |
| 1Y | -20.3% | +32.2% | -52.4% | -35.0% |
| All | -20.3% | +31.7% | -52.0% | -35.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling