+338.5%
COP vs BNS
+188.9%
+149.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.4% | -0.3% |
| 7D | +2.3% | -0.4% | +2.7% | +2.6% |
| 30D | +8.6% | +3.5% | +5.2% | +4.9% |
| 3M | +19.9% | +14.1% | +5.8% | +5.9% |
| 6M | +19.0% | +33.8% | -14.8% | -9.8% |
| YTD | +50.0% | +29.5% | +20.5% | +16.4% |
| 1Y | +50.5% | +48.4% | +2.1% | +2.6% |
| 3Y | +25.2% | +129.6% | -104.4% | -45.8% |
| 5Y | +194.3% | +96.1% | +98.2% | +45.3% |
| All | +338.5% | +188.9% | +149.6% | +44.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling