+4,492.0%
COP vs BN
+15,251.3%
-10,759.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | +3.0% | -2.5% | +5.5% | +3.9% |
| 30D | +17.5% | -9.5% | +27.0% | +21.9% |
| 3M | +13.4% | -10.4% | +23.7% | +17.7% |
| 6M | +17.7% | -6.4% | +24.1% | +18.5% |
| YTD | +46.6% | -11.9% | +58.5% | +50.5% |
| 1Y | +44.6% | -8.6% | +53.2% | +45.6% |
| 3Y | +20.7% | +77.6% | -56.9% | -10.3% |
| 5Y | +185.0% | +37.0% | +148.0% | +130.3% |
| 10Y | +347.0% | +266.4% | +80.6% | +153.9% |
| All | +4,492.0% | +15,251.3% | -10,759.4% | +1,469.8% |
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