+1,456.0%
COP vs BRKR
+172.5%
+1,283.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.5% | +0.3% |
| 7D | +2.3% | -8.7% | +11.0% | +3.4% |
| 30D | +8.6% | -9.9% | +18.5% | +9.9% |
| 3M | +19.9% | -3.1% | +22.9% | +19.3% |
| 6M | +19.0% | +45.5% | -26.5% | +11.5% |
| YTD | +50.0% | +13.7% | +36.3% | +44.5% |
| 1Y | +50.5% | +67.4% | -16.9% | +37.4% |
| 3Y | +25.2% | -13.2% | +38.4% | +21.5% |
| 5Y | +194.3% | -39.5% | +233.8% | +195.2% |
| 10Y | +342.9% | +153.5% | +189.4% | +273.6% |
| All | +1,456.0% | +172.5% | +1,283.5% | +1,060.5% |
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