+43.1%
COF vs BN
+33.2%
+10.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.1% | +0.3% |
| 7D | -5.1% | -5.2% | 0.0% | -1.6% |
| 30D | -6.0% | -14.5% | +8.5% | +4.6% |
| 3M | +14.8% | -15.0% | +29.8% | +28.3% |
| 6M | +15.3% | -5.4% | +20.7% | +19.0% |
| YTD | -13.0% | -16.4% | +3.4% | -2.6% |
| 1Y | -5.7% | -16.2% | +10.5% | +5.1% |
| 3Y | +118.1% | +67.5% | +50.6% | +47.7% |
| All | +43.1% | +33.2% | +10.0% | +10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling