+60.7%
COP vs BNS
+52.0%
+8.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.0% | -8.1% | -3.8% |
| 7D | -8.1% | +2.0% | -10.1% | -7.2% |
| 30D | +6.7% | +7.8% | -1.1% | +10.2% |
| 3M | +16.9% | +11.7% | +5.2% | +23.2% |
| 6M | +11.2% | +28.2% | -17.1% | +26.2% |
| YTD | +49.5% | +34.8% | +14.7% | +74.2% |
| 1Y | +60.7% | +51.1% | +9.6% | +93.7% |
| All | +60.7% | +52.0% | +8.7% | +93.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 1y: compounded portfolio wealth divided by compounded BNS 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…
1y analysis · Full analysis span regression · 6 months rolling