+5,709.6%
COF vs BN
+15,984.2%
-10,274.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.6% | 0.0% | -0.8% |
| 7D | +1.2% | -1.2% | +2.4% | +2.1% |
| 30D | -1.4% | -10.9% | +9.5% | +6.7% |
| 3M | +19.0% | -11.1% | +30.1% | +29.0% |
| 6M | +14.9% | -4.4% | +19.2% | +17.7% |
| YTD | -10.7% | -14.1% | +3.5% | -1.7% |
| 1Y | -1.3% | -11.1% | +9.8% | +5.6% |
| 3Y | +124.3% | +75.6% | +48.8% | +46.0% |
| 5Y | +51.1% | +35.8% | +15.3% | +15.9% |
| 10Y | +252.4% | +261.6% | -9.2% | +40.4% |
| All | +5,709.6% | +15,984.2% | -10,274.6% | +444.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling