+289.2%
BN vs CG
+308.6%
-19.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -0.6% |
| 7D | +4.3% | +2.0% | +2.4% | +3.2% |
| 30D | +14.3% | +8.5% | +5.8% | +9.3% |
| 3M | -4.1% | -12.1% | +8.0% | +2.3% |
| 6M | -9.7% | -16.4% | +6.8% | -1.3% |
| YTD | -7.1% | -28.0% | +20.8% | +9.1% |
| 1Y | -7.4% | -18.9% | +11.5% | +2.1% |
| 3Y | +102.3% | +51.2% | +51.1% | +54.9% |
| 5Y | +35.9% | -15.9% | +51.8% | +34.3% |
| 10Y | +289.2% | +305.9% | -16.7% | +113.6% |
| All | +289.2% | +308.6% | -19.4% | +113.6% |
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