+15,251.3%
BN vs COO
+5,988.7%
+9,262.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.1% |
| 7D | -2.5% | -2.2% | -0.2% | -2.3% |
| 30D | -9.5% | -7.0% | -2.5% | -8.9% |
| 3M | -10.4% | +12.2% | -22.6% | -11.4% |
| 6M | -6.4% | -15.1% | +8.8% | -5.1% |
| YTD | -11.9% | -15.1% | +3.2% | -10.6% |
| 1Y | -8.6% | +2.3% | -11.0% | -8.9% |
| 3Y | +77.6% | -23.7% | +101.2% | +81.1% |
| 5Y | +37.0% | -38.9% | +76.0% | +42.2% |
| 10Y | +266.4% | +49.9% | +216.5% | +258.7% |
| All | +15,251.3% | +5,988.7% | +9,262.6% | +13,084.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling