+296.6%
BN vs CAPR
-63.2%
+359.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -8.7% | +7.7% | -0.8% |
| 7D | -0.3% | +19.1% | -19.4% | -0.7% |
| 30D | +13.6% | +48.8% | -35.3% | +12.5% |
| 3M | -6.7% | +144.4% | -151.0% | -8.9% |
| 6M | -9.0% | -67.5% | +58.5% | -8.4% |
| YTD | -8.8% | -64.5% | +55.7% | -8.6% |
| 1Y | -10.6% | +74.4% | -85.1% | -17.6% |
| 3Y | +98.8% | +265.7% | -166.9% | +71.3% |
| 5Y | +33.6% | +196.0% | -162.3% | +13.9% |
| All | +296.6% | -63.2% | +359.8% | +209.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling