+43.1%
COF vs BROS
+35.1%
+8.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.4% |
| 7D | -5.1% | -5.8% | +0.6% | -4.1% |
| 30D | -6.0% | -14.0% | +7.9% | -3.5% |
| 3M | +14.8% | -32.5% | +47.3% | +22.4% |
| 6M | +15.3% | -14.9% | +30.2% | +17.0% |
| YTD | -13.0% | -28.3% | +15.2% | -9.1% |
| 1Y | -5.7% | -34.0% | +28.3% | -0.4% |
| 3Y | +118.1% | +63.0% | +55.2% | +89.8% |
| All | +43.1% | +35.1% | +8.1% | +32.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling