+302.3%
BN vs COO
+40.2%
+262.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.3% |
| 7D | -2.4% | -2.3% | -0.1% | -1.2% |
| 30D | +13.5% | +13.3% | +0.2% | +6.8% |
| 3M | -5.9% | -18.1% | +12.1% | +3.0% |
| 6M | -8.9% | +6.7% | -15.6% | -13.6% |
| YTD | -7.9% | -23.2% | +15.3% | +3.5% |
| 1Y | -8.3% | -12.3% | +4.0% | -4.1% |
| 3Y | +100.8% | -23.6% | +124.3% | +116.2% |
| 5Y | +38.2% | -38.7% | +76.9% | +64.9% |
| 10Y | +302.3% | +42.2% | +260.1% | +260.5% |
| All | +302.3% | +40.2% | +262.2% | +260.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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