+264.7%
BN vs CG
+324.5%
-59.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.0% | +2.1% | +0.2% |
| 7D | -3.0% | -6.4% | +3.4% | +0.5% |
| 30D | -13.0% | -7.1% | -5.9% | -9.7% |
| 3M | -15.2% | -1.6% | -13.6% | -15.0% |
| 6M | -5.9% | -8.3% | +2.4% | -2.1% |
| YTD | -15.8% | -23.8% | +8.0% | -3.8% |
| 1Y | -12.2% | -28.7% | +16.6% | +3.5% |
| 3Y | +72.2% | +49.2% | +23.0% | +33.4% |
| 5Y | +33.2% | +5.5% | +27.7% | +17.5% |
| 10Y | +264.7% | +331.2% | -66.6% | +96.7% |
| All | +264.7% | +324.5% | -59.8% | +96.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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