+28.1%
COP vs BROS
+30.5%
-2.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +0.9% |
| 7D | -6.1% | -19.0% | +12.9% | -5.7% |
| 30D | +1.1% | -7.3% | +8.4% | +1.2% |
| 3M | +10.9% | -31.2% | +42.1% | +11.8% |
| 6M | +20.8% | -33.0% | +53.8% | +21.1% |
| YTD | +48.0% | -42.4% | +90.4% | +49.4% |
| 1Y | +58.5% | -37.7% | +96.3% | +59.0% |
| 3Y | +28.1% | +28.2% | -0.1% | +25.7% |
| All | +28.1% | +30.5% | -2.3% | +25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling