+546.1%
BN vs CG
+351.2%
+194.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.4% | +0.5% |
| 7D | -2.5% | -4.3% | +1.9% | -0.4% |
| 30D | -9.5% | -5.1% | -4.4% | -7.4% |
| 3M | -10.4% | +8.7% | -19.1% | -14.2% |
| 6M | -6.4% | -9.2% | +2.9% | -2.5% |
| YTD | -11.9% | -18.9% | +7.0% | -3.7% |
| 1Y | -8.6% | -25.6% | +17.0% | +3.6% |
| 3Y | +77.6% | +57.3% | +20.3% | +40.5% |
| 5Y | +37.0% | +10.2% | +26.9% | +21.8% |
| 10Y | +266.4% | +364.2% | -97.8% | +99.5% |
| All | +546.1% | +351.2% | +194.9% | +244.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling