+33.6%
BN vs CP
+27.5%
+6.1%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.6% |
| 7D | -0.3% | +0.9% | -1.2% | -0.9% |
| 30D | +13.6% | +10.3% | +3.2% | +6.3% |
| 3M | -6.7% | +2.3% | -8.9% | -8.2% |
| 6M | -9.0% | +10.7% | -19.7% | -15.5% |
| YTD | -8.8% | +29.3% | -38.1% | -24.5% |
| 1Y | -10.6% | +31.5% | -42.1% | -26.9% |
| 3Y | +98.8% | +36.7% | +62.0% | +54.8% |
| 5Y | +33.6% | +26.8% | +6.8% | +8.7% |
| All | +33.6% | +27.5% | +6.1% | +8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling