+109.7%
COST vs BROS
+43.3%
+66.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.8% | -1.1% |
| 7D | -3.1% | -6.7% | +3.5% | -2.6% |
| 30D | -2.8% | -29.1% | +26.3% | -0.1% |
| 3M | -5.7% | -16.7% | +11.0% | -4.7% |
| 6M | -8.8% | -11.6% | +2.9% | -8.7% |
| YTD | +6.7% | -23.9% | +30.6% | +8.1% |
| 1Y | -3.6% | -34.8% | +31.1% | -1.2% |
| 3Y | +75.1% | +62.1% | +13.0% | +59.4% |
| All | +109.7% | +43.3% | +66.4% | +91.1% |
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