+846.3%
BN vs COPX
+198.0%
+648.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.1% | -6.7% | -4.3% |
| 7D | -1.2% | +5.8% | -6.9% | -3.6% |
| 30D | -10.9% | +7.2% | -18.1% | -13.8% |
| 3M | -11.1% | +16.5% | -27.6% | -17.7% |
| 6M | -4.4% | +18.4% | -22.8% | -13.3% |
| YTD | -14.1% | +31.9% | -46.1% | -26.9% |
| 1Y | -11.1% | +88.5% | -99.5% | -35.8% |
| 3Y | +75.6% | +173.1% | -97.5% | +5.0% |
| 5Y | +35.8% | +193.1% | -157.3% | -22.8% |
| 10Y | +261.6% | +591.7% | -330.1% | +32.2% |
| All | +846.3% | +198.0% | +648.3% | +332.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling