+17.5%
COP vs BN
-7.0%
+24.5%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.1% |
| 7D | -11.5% | +5.3% | -16.9% | -8.2% |
| 30D | +5.0% | +11.9% | -6.9% | +12.0% |
| 3M | +17.5% | -5.7% | +23.2% | +15.3% |
| All | +17.5% | -7.0% | +24.5% | +15.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling