+19.7%
BROS vs COPX
+168.1%
-148.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.1% | +1.1% |
| 7D | -5.8% | -2.3% | -3.4% | -4.9% |
| 30D | -14.0% | +0.3% | -14.2% | -14.3% |
| 3M | -32.5% | +6.8% | -39.3% | -35.1% |
| 6M | -14.9% | +7.9% | -22.9% | -19.9% |
| YTD | -28.3% | +23.7% | -52.0% | -37.9% |
| 1Y | -34.0% | +71.5% | -105.5% | -51.8% |
| 3Y | +63.0% | +149.1% | -86.1% | -5.1% |
| All | +19.7% | +168.1% | -148.4% | -29.7% |
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