+264.7%
BN vs CPB
-44.2%
+308.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -2.0% |
| 7D | -3.0% | -8.0% | +5.0% | -2.1% |
| 30D | -13.0% | -2.4% | -10.6% | -12.8% |
| 3M | -15.2% | +0.5% | -15.8% | -15.5% |
| 6M | -5.9% | -10.5% | +4.5% | -5.0% |
| YTD | -15.8% | -17.5% | +1.7% | -14.2% |
| 1Y | -12.2% | -31.0% | +18.9% | -8.6% |
| 3Y | +72.2% | -40.6% | +112.8% | +81.3% |
| 5Y | +33.2% | -37.7% | +70.9% | +38.2% |
| 10Y | +264.7% | -43.4% | +308.1% | +278.2% |
| All | +264.7% | -44.2% | +308.9% | +278.2% |
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