+11,601.2%
COST vs BRO
+25,535.4%
-13,934.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | -1.2% | -7.3% | +6.1% | +0.2% |
| 30D | -4.7% | -6.9% | +2.1% | -3.5% |
| 3M | -7.1% | +10.7% | -17.8% | -9.0% |
| 6M | -8.5% | -2.7% | -5.8% | -8.4% |
| YTD | +5.4% | -16.3% | +21.7% | +8.3% |
| 1Y | -5.6% | -29.1% | +23.5% | -0.1% |
| 3Y | +68.5% | -7.8% | +76.3% | +69.4% |
| 5Y | +105.2% | +18.7% | +86.5% | +97.0% |
| 10Y | +610.7% | +291.9% | +318.8% | +465.2% |
| All | +11,601.2% | +25,535.4% | -13,934.2% | +7,330.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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