+113.0%
COP vs BN
+29.3%
+83.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.8% |
| 7D | -11.5% | +5.3% | -16.9% | -12.9% |
| 30D | +5.0% | +11.9% | -6.9% | +1.6% |
| 3M | +17.5% | -5.7% | +23.2% | +18.9% |
| 6M | +16.2% | -10.6% | +26.8% | +18.9% |
| YTD | +48.8% | -9.4% | +58.1% | +50.2% |
| 1Y | +64.1% | -8.8% | +72.9% | +65.0% |
| 3Y | +25.7% | +95.6% | -70.0% | -6.2% |
| All | +113.0% | +29.3% | +83.7% | +83.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling