+205.3%
COPX vs BNS
+277.2%
-71.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.7% |
| 7D | +6.0% | -1.3% | +7.3% | +7.3% |
| 30D | +6.4% | +4.0% | +2.4% | +1.6% |
| 3M | +19.3% | +13.8% | +5.5% | +3.8% |
| 6M | +16.2% | +32.7% | -16.4% | -13.0% |
| YTD | +33.2% | +27.6% | +5.6% | +3.8% |
| 1Y | +90.2% | +47.4% | +42.8% | +27.8% |
| 3Y | +175.7% | +129.0% | +46.7% | +16.7% |
| 5Y | +193.1% | +92.7% | +100.4% | +47.2% |
| 10Y | +619.4% | +182.1% | +437.3% | +136.1% |
| All | +205.3% | +277.2% | -71.9% | -27.6% |
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