+149.1%
COPX vs BNS
+130.5%
+18.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.7% | -0.6% |
| 7D | -2.3% | -0.4% | -2.0% | -2.1% |
| 30D | +0.3% | +3.5% | -3.2% | -2.9% |
| 3M | +6.8% | +14.1% | -7.2% | -5.4% |
| 6M | +7.9% | +33.8% | -25.8% | -16.6% |
| YTD | +23.7% | +29.5% | -5.7% | -1.6% |
| 1Y | +71.5% | +48.4% | +23.1% | +22.4% |
| 3Y | +149.1% | +129.6% | +19.5% | +29.9% |
| All | +149.1% | +130.5% | +18.6% | +29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling