+118.1%
COF vs BRO
-7.6%
+125.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | -5.1% | -7.3% | +2.2% | -3.4% |
| 30D | -6.0% | -6.9% | +0.8% | -4.5% |
| 3M | +14.8% | +10.7% | +4.2% | +11.6% |
| 6M | +15.3% | -2.7% | +18.0% | +15.6% |
| YTD | -13.0% | -16.3% | +3.3% | -9.4% |
| 1Y | -5.7% | -29.1% | +23.4% | +2.9% |
| 3Y | +118.1% | -7.8% | +126.0% | +145.8% |
| All | +118.1% | -7.6% | +125.8% | +145.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 3y: compounded portfolio wealth divided by compounded BRO 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…
3y analysis · Full analysis span regression · 6 months rolling