+4,560.7%
COP vs BN
+15,687.7%
-11,127.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +1.0% |
| 7D | -11.5% | +5.3% | -16.9% | -13.7% |
| 30D | +5.0% | +11.9% | -6.9% | -0.1% |
| 3M | +17.5% | -5.7% | +23.2% | +19.2% |
| 6M | +16.2% | -10.6% | +26.8% | +19.5% |
| YTD | +48.8% | -9.4% | +58.1% | +50.1% |
| 1Y | +64.1% | -8.8% | +72.9% | +64.7% |
| 3Y | +25.7% | +95.6% | -70.0% | -10.2% |
| 5Y | +114.4% | +30.2% | +84.2% | +75.9% |
| 10Y | +331.7% | +277.0% | +54.6% | +140.8% |
| All | +4,560.7% | +15,687.7% | -11,127.0% | +1,465.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling