+242.0%
COF vs BNS
+188.9%
+53.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | -0.1% |
| 7D | -5.1% | -0.4% | -4.8% | -4.8% |
| 30D | -6.0% | +3.5% | -9.5% | -9.6% |
| 3M | +14.8% | +14.1% | +0.8% | -0.2% |
| 6M | +15.3% | +33.8% | -18.4% | -14.8% |
| YTD | -13.0% | +29.5% | -42.5% | -33.8% |
| 1Y | -5.7% | +48.4% | -54.1% | -37.7% |
| 3Y | +118.1% | +129.6% | -11.5% | -11.1% |
| 5Y | +46.2% | +96.1% | -49.8% | -29.1% |
| All | +242.0% | +188.9% | +53.1% | +22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 10y: compounded portfolio wealth divided by compounded BNS 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…
10y analysis · Full analysis span regression · 6 months rolling