-9.7%
COF vs BRKR
+55.8%
-65.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.5% | +5.1% | -0.7% |
| 7D | -6.2% | +10.2% | -16.3% | -7.4% |
| 30D | -1.7% | +5.8% | -7.5% | -2.6% |
| 3M | -10.2% | +10.6% | -20.8% | -11.9% |
| 6M | +4.2% | +41.2% | -37.0% | -5.3% |
| YTD | -18.2% | +32.5% | -50.8% | -24.9% |
| 1Y | -9.7% | +53.3% | -63.0% | -20.6% |
| All | -9.7% | +55.8% | -65.6% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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