+15,251.3%
BN vs CP
+7,669.4%
+7,581.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -2.5% | -2.7% | +0.2% | -1.2% |
| 30D | -9.5% | +0.2% | -9.7% | -9.6% |
| 3M | -10.4% | +2.6% | -13.0% | -11.6% |
| 6M | -6.4% | +6.0% | -12.3% | -9.1% |
| YTD | -11.9% | +24.9% | -36.8% | -21.1% |
| 1Y | -8.6% | +20.1% | -28.7% | -16.6% |
| 3Y | +77.6% | +16.4% | +61.2% | +64.2% |
| 5Y | +37.0% | +31.7% | +5.3% | +19.5% |
| 10Y | +266.4% | +223.9% | +42.5% | +114.0% |
| All | +15,251.3% | +7,669.4% | +7,581.9% | +2,368.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling