+197.7%
COR vs BROS
+8.6%
+189.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +0.9% |
| 7D | +2.4% | -19.0% | +21.4% | +2.8% |
| 30D | +7.7% | -7.3% | +14.9% | +7.8% |
| 3M | +7.5% | -31.2% | +38.7% | +8.0% |
| 6M | +34.1% | -33.0% | +67.2% | +34.6% |
| YTD | +3.9% | -42.4% | +46.2% | +4.4% |
| 1Y | -3.6% | -37.7% | +34.1% | -3.3% |
| 3Y | +80.5% | +28.2% | +52.3% | +73.8% |
| 5Y | +194.9% | -43.4% | +238.2% | +185.1% |
| All | +197.7% | +8.6% | +189.1% | +185.5% |
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