+79.9%
BNS vs COO
-40.4%
+120.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.9% | -0.3% |
| 7D | +0.9% | +0.5% | +0.5% | +0.8% |
| 30D | +2.8% | +14.2% | -11.4% | -0.1% |
| 3M | +3.0% | -18.2% | +21.2% | +7.2% |
| 6M | +23.3% | +5.3% | +17.9% | +20.1% |
| YTD | +29.3% | -23.6% | +52.9% | +36.3% |
| 1Y | +41.7% | -12.7% | +54.4% | +44.1% |
| 3Y | +147.7% | -24.2% | +171.9% | +152.3% |
| All | +79.9% | -40.4% | +120.3% | +92.1% |
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