+15,687.7%
BN vs COO
+5,356.1%
+10,331.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.7% |
| 7D | +5.3% | +4.7% | +0.6% | +4.9% |
| 30D | +11.9% | +13.9% | -2.0% | +10.6% |
| 3M | -5.7% | -14.9% | +9.2% | -4.5% |
| 6M | -10.6% | +2.0% | -12.6% | -11.0% |
| YTD | -9.4% | -23.9% | +14.6% | -7.3% |
| 1Y | -8.8% | -9.6% | +0.8% | -8.1% |
| 3Y | +95.6% | -25.4% | +121.1% | +99.8% |
| 5Y | +30.2% | -41.2% | +71.3% | +35.5% |
| 10Y | +277.0% | +42.1% | +235.0% | +271.2% |
| All | +15,687.7% | +5,356.1% | +10,331.6% | +13,577.6% |
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