+51.6%
COP vs BN
-10.7%
+62.3%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +0.1% |
| 7D | -0.8% | -1.2% | +0.3% | -1.1% |
| 30D | +15.6% | -10.9% | +26.5% | +13.2% |
| 3M | +14.3% | -11.1% | +25.4% | +12.1% |
| 6M | +17.0% | -4.4% | +21.3% | +14.8% |
| YTD | +47.4% | -14.1% | +61.6% | +46.4% |
| All | +51.6% | -10.7% | +62.3% | +50.1% |
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