+186.4%
COP vs BN
+37.9%
+148.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | +3.0% | -2.5% | +5.5% | +3.7% |
| 30D | +17.5% | -9.5% | +27.0% | +20.7% |
| 3M | +13.4% | -10.4% | +23.7% | +16.5% |
| 6M | +17.7% | -6.4% | +24.1% | +18.2% |
| YTD | +46.6% | -11.9% | +58.5% | +49.7% |
| 1Y | +44.6% | -8.6% | +53.2% | +45.0% |
| 3Y | +20.7% | +77.6% | -56.9% | -7.4% |
| All | +186.4% | +37.9% | +148.5% | +138.4% |
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