+1,485.6%
BNS vs COO
+992.2%
+493.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.8% |
| 7D | +1.5% | -2.2% | +3.8% | +2.2% |
| 30D | +6.0% | -7.0% | +13.0% | +7.9% |
| 3M | +16.3% | +12.2% | +4.1% | +12.1% |
| 6M | +28.8% | -15.1% | +43.9% | +33.8% |
| YTD | +30.0% | -15.1% | +45.1% | +34.8% |
| 1Y | +50.7% | +2.3% | +48.4% | +48.0% |
| 3Y | +125.4% | -23.7% | +149.1% | +134.1% |
| 5Y | +94.2% | -38.9% | +133.2% | +111.7% |
| 10Y | +182.8% | +49.9% | +132.9% | +138.2% |
| All | +1,485.6% | +992.2% | +493.4% | +583.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling