+87.4%
COR vs BROS
+64.7%
+22.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.9% |
| 7D | -1.9% | -0.9% | -1.0% | -1.9% |
| 30D | +1.5% | -13.5% | +15.0% | +1.1% |
| 3M | +18.7% | -18.4% | +37.1% | +18.1% |
| 6M | -9.0% | -10.6% | +1.5% | -9.3% |
| YTD | -3.3% | -25.1% | +21.8% | -3.9% |
| 1Y | +9.8% | -28.6% | +38.5% | +9.1% |
| 3Y | +87.4% | +65.6% | +21.8% | +83.2% |
| All | +87.4% | +64.7% | +22.7% | +83.2% |
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