+47.0%
COF vs BROS
+41.2%
+5.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -2.3% |
| 7D | +1.2% | -0.9% | +2.2% | +1.4% |
| 30D | -1.4% | -13.5% | +12.1% | +1.1% |
| 3M | +19.0% | -18.4% | +37.5% | +22.4% |
| 6M | +14.9% | -10.6% | +25.5% | +15.5% |
| YTD | -10.7% | -25.1% | +14.4% | -7.4% |
| 1Y | -1.3% | -28.6% | +27.4% | +2.9% |
| 3Y | +124.3% | +65.6% | +58.7% | +94.6% |
| All | +47.0% | +41.2% | +5.9% | +34.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling