+25.2%
COP vs BRO
-7.6%
+32.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | +2.3% | -7.3% | +9.6% | +3.1% |
| 30D | +8.6% | -6.9% | +15.5% | +9.3% |
| 3M | +19.9% | +10.7% | +9.2% | +18.1% |
| 6M | +19.0% | -2.7% | +21.7% | +19.0% |
| YTD | +50.0% | -16.3% | +66.3% | +52.6% |
| 1Y | +50.5% | -29.1% | +79.6% | +55.9% |
| 3Y | +25.2% | -7.8% | +33.0% | +38.6% |
| All | +25.2% | -7.6% | +32.8% | +38.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling