+170.2%
COP vs BROS
+43.3%
+126.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.1% |
| 7D | +3.0% | -6.7% | +9.7% | +3.3% |
| 30D | +17.5% | -29.1% | +46.6% | +19.4% |
| 3M | +13.4% | -16.7% | +30.1% | +13.9% |
| 6M | +17.7% | -11.6% | +29.3% | +17.5% |
| YTD | +46.6% | -23.9% | +70.5% | +47.6% |
| 1Y | +44.6% | -34.8% | +79.4% | +47.0% |
| 3Y | +20.7% | +62.1% | -41.4% | +13.4% |
| All | +170.2% | +43.3% | +126.9% | +167.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling