+32.4%
BN vs COPX
+163.4%
-130.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | -5.2% | -2.3% | -2.8% | -4.4% |
| 30D | -14.5% | +0.3% | -14.7% | -15.0% |
| 3M | -15.0% | +6.8% | -21.8% | -18.5% |
| 6M | -5.4% | +7.9% | -13.4% | -11.3% |
| YTD | -16.4% | +23.7% | -40.2% | -28.3% |
| 1Y | -16.2% | +71.5% | -87.8% | -39.9% |
| 3Y | +67.5% | +149.1% | -81.6% | -6.0% |
| All | +32.4% | +163.4% | -130.9% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 5y: compounded portfolio wealth divided by compounded COPX 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…
5y analysis · Full analysis span regression · 6 months rolling