+94.7%
COF vs BN
+96.7%
-2.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.8% |
| 7D | -3.4% | -1.0% | -2.4% | -2.9% |
| 30D | +0.4% | +14.0% | -13.6% | -8.5% |
| 3M | -12.5% | -9.0% | -3.5% | -7.4% |
| 6M | +8.3% | -8.8% | +17.1% | +14.2% |
| YTD | -18.6% | -10.3% | -8.3% | -13.7% |
| 1Y | -8.6% | -5.8% | -2.8% | -6.4% |
| 3Y | +94.7% | +94.8% | -0.1% | +37.9% |
| All | +94.7% | +96.7% | -2.1% | +37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling