+95.6%
BN vs COO
-25.3%
+121.0%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.2% |
| 7D | +5.3% | +4.7% | +0.6% | +3.7% |
| 30D | +11.9% | +13.9% | -2.0% | +6.9% |
| 3M | -5.7% | -14.9% | +9.2% | -0.4% |
| 6M | -10.6% | +2.0% | -12.6% | -12.5% |
| YTD | -9.4% | -23.9% | +14.6% | -0.3% |
| 1Y | -8.8% | -9.6% | +0.8% | -6.3% |
| 3Y | +95.6% | -25.4% | +121.1% | +100.2% |
| All | +95.6% | -25.3% | +121.0% | +100.2% |
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