+92.7%
BNS vs COO
-44.2%
+136.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.2% | +5.4% | +0.6% |
| 7D | -1.3% | -9.0% | +7.7% | +0.8% |
| 30D | +4.0% | -16.8% | +20.8% | +8.3% |
| 3M | +13.8% | -7.5% | +21.3% | +15.3% |
| 6M | +32.7% | -16.3% | +49.0% | +37.6% |
| YTD | +27.6% | -22.5% | +50.1% | +34.7% |
| 1Y | +47.4% | -7.0% | +54.4% | +47.9% |
| 3Y | +129.0% | -27.5% | +156.4% | +138.5% |
| 5Y | +92.7% | -43.3% | +136.0% | +110.1% |
| All | +92.7% | -44.2% | +136.9% | +110.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling