-2.3%
BN vs CAI
-11.0%
+8.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.3% | -1.5% |
| 7D | -3.0% | -3.1% | +0.1% | -2.6% |
| 30D | -13.0% | +2.7% | -15.7% | -13.4% |
| 3M | -15.2% | +41.7% | -56.9% | -19.3% |
| 6M | -5.9% | +26.5% | -32.4% | -10.1% |
| YTD | -15.8% | -10.9% | -4.8% | -17.5% |
| 1Y | -12.2% | -29.2% | +17.0% | -12.4% |
| All | -2.3% | -11.0% | +8.7% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 5y: compounded portfolio wealth divided by compounded CAI 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…
5y analysis · Full analysis span regression · 6 months rolling