+290.2%
BN vs COO
+41.1%
+249.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -2.0% |
| 7D | -1.0% | +0.5% | -1.5% | -1.2% |
| 30D | +14.0% | +14.2% | -0.2% | +6.8% |
| 3M | -9.0% | -18.2% | +9.2% | -0.3% |
| 6M | -8.8% | +5.3% | -14.2% | -13.0% |
| YTD | -10.3% | -23.6% | +13.3% | +1.1% |
| 1Y | -5.8% | -12.7% | +6.9% | -1.3% |
| 3Y | +94.8% | -24.2% | +119.0% | +110.6% |
| 5Y | +31.5% | -40.0% | +71.5% | +58.6% |
| All | +290.2% | +41.1% | +249.2% | +240.4% |
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