+60.7%
COP vs BN
-3.9%
+64.6%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +6.1% | -11.2% | -3.3% |
| 7D | -8.1% | +12.0% | -20.1% | -4.9% |
| 30D | +6.7% | +17.0% | -10.4% | +11.8% |
| 3M | +16.9% | -3.2% | +20.1% | +17.3% |
| 6M | +11.2% | -3.9% | +15.0% | +11.7% |
| YTD | +49.5% | -5.6% | +55.1% | +53.3% |
| 1Y | +60.7% | -4.7% | +65.4% | +65.2% |
| All | +60.7% | -3.9% | +64.6% | +65.2% |
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