+34.0%
BN vs CAPR
+172.3%
-138.3%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.9% | +5.3% | -1.5% |
| 7D | -1.0% | +5.9% | -6.9% | -1.1% |
| 30D | +14.0% | +44.6% | -30.6% | +13.4% |
| 3M | -9.0% | +126.4% | -135.4% | -10.1% |
| 6M | -8.8% | -68.6% | +59.7% | -8.4% |
| YTD | -10.3% | -67.0% | +56.7% | -10.0% |
| 1Y | -5.8% | +65.2% | -71.0% | -10.5% |
| 3Y | +94.8% | +235.6% | -140.8% | +59.1% |
| All | +34.0% | +172.3% | -138.3% | +1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling