+335.4%
COP vs BN
+264.9%
+70.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +2.0% |
| 7D | -0.8% | -1.2% | +0.3% | -0.3% |
| 30D | +15.6% | -10.9% | +26.5% | +22.6% |
| 3M | +14.3% | -11.1% | +25.4% | +20.8% |
| 6M | +17.0% | -4.4% | +21.3% | +16.2% |
| YTD | +47.4% | -14.1% | +61.6% | +54.7% |
| 1Y | +52.4% | -11.1% | +63.5% | +55.1% |
| 3Y | +20.8% | +75.6% | -54.7% | -25.0% |
| 5Y | +191.7% | +35.8% | +155.9% | +105.4% |
| All | +335.4% | +264.9% | +70.5% | +52.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling