+4,499.1%
COP vs BN
+16,294.4%
-11,795.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.8% | -5.2% | -2.8% |
| 7D | -8.4% | +3.6% | -12.1% | -10.0% |
| 30D | +0.3% | +15.9% | -15.6% | -5.9% |
| 3M | +15.1% | -2.3% | +17.4% | +15.1% |
| 6M | +19.8% | -8.4% | +28.2% | +22.0% |
| YTD | +46.8% | -5.9% | +52.7% | +45.8% |
| 1Y | +59.7% | -5.6% | +65.3% | +58.1% |
| 3Y | +28.7% | +104.2% | -75.5% | -9.7% |
| 5Y | +110.7% | +35.5% | +75.2% | +70.1% |
| 10Y | +298.3% | +285.2% | +13.1% | +120.0% |
| All | +4,499.1% | +16,294.4% | -11,795.2% | +1,420.9% |
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