-7.4%
BN vs CG
-19.2%
+11.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -0.5% |
| 7D | +4.3% | +2.0% | +2.4% | +3.1% |
| 30D | +14.3% | +8.5% | +5.8% | +9.0% |
| 3M | -4.1% | -12.1% | +8.0% | +2.7% |
| 6M | -9.7% | -16.4% | +6.8% | -0.4% |
| YTD | -7.1% | -28.0% | +20.8% | +11.2% |
| 1Y | -7.4% | -18.9% | +11.5% | +1.7% |
| All | -7.4% | -19.2% | +11.7% | +1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling