+336.7%
COP vs BNS
+187.6%
+149.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.7% |
| 7D | +4.4% | +0.9% | +3.5% | +3.6% |
| 30D | 0.0% | +2.8% | -2.8% | -2.7% |
| 3M | +15.0% | +3.0% | +12.0% | +10.7% |
| 6M | +22.0% | +23.3% | -1.3% | -0.2% |
| YTD | +55.3% | +29.3% | +26.0% | +19.7% |
| 1Y | +64.1% | +41.7% | +22.4% | +16.2% |
| 3Y | +34.1% | +147.7% | -113.7% | -46.3% |
| 5Y | +133.4% | +79.4% | +54.0% | +26.3% |
| All | +336.7% | +187.6% | +149.1% | +54.3% |
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