+94.8%
BN vs COO
-24.0%
+118.8%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.9% |
| 7D | -1.0% | +0.5% | -1.5% | -1.1% |
| 30D | +14.0% | +14.2% | -0.2% | +8.8% |
| 3M | -9.0% | -18.2% | +9.2% | -2.4% |
| 6M | -8.8% | +5.3% | -14.2% | -11.9% |
| YTD | -10.3% | -23.6% | +13.3% | -1.4% |
| 1Y | -5.8% | -12.7% | +6.9% | -1.9% |
| 3Y | +94.8% | -24.2% | +119.0% | +96.9% |
| All | +94.8% | -24.0% | +118.8% | +96.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling