-7.4%
BN vs CPB
-21.8%
+14.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +13.2% |
| 3M | -4.1% | +2.0% | -6.1% | -4.7% |
| 6M | -9.7% | +11.6% | -21.3% | -10.5% |
| YTD | -7.1% | -13.8% | +6.6% | -8.1% |
| 1Y | -7.4% | -21.6% | +14.1% | -8.5% |
| All | -7.4% | -21.8% | +14.4% | -8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling