+261.6%
BN vs COO
+43.7%
+217.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.7% | +0.2% | -1.2% |
| 7D | -1.2% | -2.3% | +1.1% | 0.0% |
| 30D | -10.9% | -8.8% | -2.1% | -6.7% |
| 3M | -11.1% | +1.3% | -12.4% | -12.1% |
| 6M | -4.4% | -11.6% | +7.2% | +1.0% |
| YTD | -14.1% | -17.4% | +3.3% | -6.1% |
| 1Y | -11.1% | -1.6% | -9.5% | -11.7% |
| 3Y | +75.6% | -22.6% | +98.2% | +90.4% |
| 5Y | +35.8% | -40.3% | +76.1% | +65.6% |
| 10Y | +261.6% | +45.2% | +216.4% | +211.5% |
| All | +261.6% | +43.7% | +217.9% | +211.5% |
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