+174.8%
COP vs BROS
+38.3%
+136.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +1.2% |
| 7D | -0.5% | -6.6% | +6.1% | -0.1% |
| 30D | +11.7% | -12.3% | +24.1% | +12.4% |
| 3M | +17.7% | -22.2% | +39.9% | +18.7% |
| 6M | +18.3% | -14.3% | +32.6% | +18.3% |
| YTD | +49.1% | -26.6% | +75.6% | +50.4% |
| 1Y | +53.3% | -31.5% | +84.8% | +55.2% |
| 3Y | +22.2% | +62.3% | -40.1% | +14.7% |
| All | +174.8% | +38.3% | +136.5% | +172.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling