+289.2%
BN vs CPB
-40.9%
+330.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.2% | -1.2% |
| 7D | +4.3% | +2.9% | +1.4% | +4.0% |
| 30D | +14.3% | +17.6% | -3.3% | +12.2% |
| 3M | -4.1% | +2.0% | -6.1% | -4.5% |
| 6M | -9.7% | +11.6% | -21.3% | -11.1% |
| YTD | -7.1% | -13.8% | +6.6% | -6.0% |
| 1Y | -7.4% | -21.6% | +14.1% | -5.3% |
| 3Y | +102.3% | -35.8% | +138.2% | +110.6% |
| 5Y | +35.9% | -33.3% | +69.2% | +39.6% |
| 10Y | +289.2% | -39.4% | +328.6% | +297.1% |
| All | +289.2% | -40.9% | +330.1% | +297.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling