-5.1%
COF vs BROS
-18.6%
+13.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.1% | -1.4% |
| 7D | +0.7% | +2.5% | -1.8% | +0.2% |
| 30D | +5.7% | +15.1% | -9.3% | +2.4% |
| 3M | -6.7% | -31.4% | +24.7% | +0.7% |
| 6M | +9.5% | -22.6% | +32.1% | +12.4% |
| YTD | -13.9% | -28.1% | +14.3% | -10.7% |
| 1Y | -5.1% | -20.3% | +15.2% | -5.9% |
| All | -5.1% | -18.6% | +13.6% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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