+64.1%
COP vs BNS
+40.7%
+23.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.5% |
| 7D | +4.4% | +0.9% | +3.5% | +4.8% |
| 30D | 0.0% | +2.8% | -2.8% | +1.3% |
| 3M | +15.0% | +3.0% | +12.0% | +16.8% |
| 6M | +22.0% | +23.3% | -1.3% | +36.1% |
| YTD | +55.3% | +29.3% | +26.0% | +77.5% |
| 1Y | +64.1% | +41.7% | +22.4% | +88.7% |
| All | +64.1% | +40.7% | +23.5% | +88.7% |
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