+68.5%
COST vs BROS
+59.1%
+9.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.2% |
| 7D | -1.2% | -5.8% | +4.6% | -0.8% |
| 30D | -4.7% | -14.0% | +9.2% | -3.9% |
| 3M | -7.1% | -32.5% | +25.4% | -5.2% |
| 6M | -8.5% | -14.9% | +6.4% | -8.4% |
| YTD | +5.4% | -28.3% | +33.7% | +6.8% |
| 1Y | -5.6% | -34.0% | +28.4% | -4.0% |
| 3Y | +68.5% | +63.0% | +5.5% | +58.6% |
| All | +68.5% | +59.1% | +9.4% | +58.6% |
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