+289.2%
BN vs COO
+38.3%
+250.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.8% | -1.1% |
| 7D | +4.3% | +4.5% | -0.2% | +2.1% |
| 30D | +14.3% | +16.9% | -2.6% | +5.9% |
| 3M | -4.1% | -16.7% | +12.6% | +4.1% |
| 6M | -9.7% | +5.9% | -15.6% | -14.0% |
| YTD | -7.1% | -22.4% | +15.3% | +3.9% |
| 1Y | -7.4% | -10.1% | +2.7% | -4.4% |
| 3Y | +102.3% | -22.8% | +125.1% | +116.8% |
| 5Y | +35.9% | -41.4% | +77.3% | +65.9% |
| 10Y | +289.2% | +41.3% | +247.9% | +241.9% |
| All | +289.2% | +38.3% | +250.8% | +241.9% |
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