+1,268.8%
COP vs BNS
+1,476.3%
-207.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +1.3% |
| 7D | -0.8% | +1.8% | -2.7% | -2.1% |
| 30D | +15.6% | +4.5% | +11.1% | +11.5% |
| 3M | +14.3% | +15.8% | -1.4% | +2.0% |
| 6M | +17.0% | +31.5% | -14.5% | -5.7% |
| YTD | +47.4% | +28.6% | +18.8% | +20.4% |
| 1Y | +52.4% | +48.2% | +4.2% | +12.0% |
| 3Y | +20.8% | +130.8% | -110.0% | -37.4% |
| 5Y | +191.7% | +94.9% | +96.8% | +69.6% |
| 10Y | +325.1% | +179.6% | +145.5% | +99.7% |
| All | +1,268.8% | +1,476.3% | -207.5% | +190.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling