-1.5%
COF vs BN
-6.5%
+5.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.2% |
| 7D | +1.8% | -2.5% | +4.3% | +3.3% |
| 30D | -0.6% | -9.5% | +8.9% | +5.5% |
| 3M | +20.3% | -10.4% | +30.7% | +28.3% |
| 6M | +13.0% | -6.4% | +19.4% | +16.8% |
| YTD | -8.3% | -11.9% | +3.5% | -2.1% |
| 1Y | -1.5% | -8.6% | +7.2% | +2.3% |
| All | -1.5% | -6.5% | +5.0% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 1y: compounded portfolio wealth divided by compounded BN 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…
1y analysis · Full analysis span regression · 6 months rolling