+25.1%
BROS vs COPX
+185.8%
-160.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.1% | -5.6% | -3.2% |
| 7D | -0.9% | +5.8% | -6.7% | -3.3% |
| 30D | -13.5% | +7.2% | -20.7% | -16.1% |
| 3M | -18.4% | +16.5% | -34.9% | -24.4% |
| 6M | -10.6% | +18.4% | -29.0% | -19.1% |
| YTD | -25.1% | +31.9% | -57.0% | -36.7% |
| 1Y | -28.6% | +88.5% | -117.1% | -50.0% |
| 3Y | +65.6% | +173.1% | -107.5% | -7.3% |
| All | +25.1% | +185.8% | -160.8% | -28.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling