+393.8%
COF vs BRKR
+172.5%
+221.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | -5.1% | -8.7% | +3.5% | -3.2% |
| 30D | -6.0% | -9.9% | +3.8% | -4.0% |
| 3M | +14.8% | -3.1% | +17.9% | +14.1% |
| 6M | +15.3% | +45.5% | -30.2% | +3.4% |
| YTD | -13.0% | +13.7% | -26.7% | -17.9% |
| 1Y | -5.7% | +67.4% | -73.1% | -19.1% |
| 3Y | +118.1% | -13.2% | +131.3% | +109.5% |
| 5Y | +46.2% | -39.5% | +85.7% | +50.2% |
| 10Y | +246.1% | +153.5% | +92.6% | +160.3% |
| All | +393.8% | +172.5% | +221.3% | +161.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling