+60.7%
COP vs BRO
-3.6%
+64.3%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +4.5% | -9.6% | -5.5% |
| 7D | -8.1% | +12.4% | -20.6% | -9.2% |
| 30D | +6.7% | +21.6% | -14.9% | +4.4% |
| 3M | +16.9% | +4.3% | +12.6% | +16.0% |
| 6M | +11.2% | +29.2% | -18.0% | +7.1% |
| YTD | +49.5% | -6.4% | +55.9% | +51.9% |
| 1Y | +60.7% | -5.3% | +66.0% | +63.3% |
| All | +60.7% | -3.6% | +64.3% | +63.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling