+130.8%
BNS vs COO
-23.3%
+154.1%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | -0.7% |
| 7D | +1.8% | -2.3% | +4.1% | +2.1% |
| 30D | +4.5% | -8.8% | +13.3% | +5.7% |
| 3M | +15.8% | +1.3% | +14.4% | +15.1% |
| 6M | +31.5% | -11.6% | +43.1% | +33.4% |
| YTD | +28.6% | -17.4% | +46.0% | +31.7% |
| 1Y | +48.2% | -1.6% | +49.8% | +47.3% |
| 3Y | +130.8% | -22.6% | +153.4% | +133.4% |
| All | +130.8% | -23.3% | +154.1% | +133.4% |
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