+18.4%
BROS vs COPX
+168.4%
-149.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -7.0% | +3.6% | -0.5% |
| 7D | -6.1% | -2.9% | -3.2% | -5.0% |
| 30D | -12.4% | 0.0% | -12.4% | -12.6% |
| 3M | -27.9% | +14.8% | -42.7% | -32.9% |
| 6M | -16.8% | +7.0% | -23.8% | -21.4% |
| YTD | -29.0% | +23.8% | -52.9% | -38.5% |
| 1Y | -33.2% | +75.7% | -108.9% | -51.8% |
| 3Y | +56.8% | +156.4% | -99.6% | -10.0% |
| All | +18.4% | +168.4% | -149.9% | -30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling