+4,569.6%
COP vs BRO
+25,667.1%
-21,097.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +1.6% |
| 7D | -0.5% | -7.6% | +7.2% | +1.0% |
| 30D | +11.7% | -6.9% | +18.6% | +13.2% |
| 3M | +17.7% | +12.8% | +4.9% | +14.4% |
| 6M | +18.3% | -5.9% | +24.2% | +19.0% |
| YTD | +49.1% | -15.9% | +65.0% | +53.1% |
| 1Y | +53.3% | -28.1% | +81.4% | +62.2% |
| 3Y | +22.2% | -7.0% | +29.2% | +21.7% |
| 5Y | +193.3% | +18.0% | +175.3% | +175.8% |
| 10Y | +340.2% | +293.9% | +46.3% | +242.3% |
| All | +4,569.6% | +25,667.1% | -21,097.5% | +3,168.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling