+53.3%
COP vs BROS
-30.1%
+83.4%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +0.9% |
| 7D | -0.5% | -6.6% | +6.1% | -1.2% |
| 30D | +11.7% | -12.3% | +24.1% | +10.3% |
| 3M | +17.7% | -22.2% | +39.9% | +15.2% |
| 6M | +18.3% | -14.3% | +32.6% | +17.1% |
| YTD | +49.1% | -26.6% | +75.6% | +47.3% |
| 1Y | +53.3% | -31.5% | +84.8% | +44.1% |
| All | +53.3% | -30.1% | +83.4% | +44.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling