-4.7%
BN vs CP
+35.2%
-40.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +3.5% | +2.6% | +4.3% |
| 7D | +12.0% | +5.6% | +6.4% | +9.0% |
| 30D | +17.0% | +10.0% | +7.0% | +11.6% |
| 3M | -3.2% | +4.4% | -7.6% | -5.4% |
| 6M | -3.9% | +14.1% | -17.9% | -10.4% |
| YTD | -5.6% | +29.1% | -34.6% | -16.8% |
| 1Y | -4.7% | +34.6% | -39.3% | -18.6% |
| All | -4.7% | +35.2% | -40.0% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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