+83.2%
BN vs CPB
-40.7%
+124.0%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | 0.0% |
| 7D | -2.5% | -8.6% | +6.1% | -1.7% |
| 30D | -9.5% | -7.2% | -2.3% | -8.9% |
| 3M | -10.4% | +0.9% | -11.3% | -10.7% |
| 6M | -6.4% | -11.8% | +5.5% | -5.4% |
| YTD | -11.9% | -19.4% | +7.5% | -10.2% |
| 1Y | -8.6% | -30.4% | +21.8% | -5.2% |
| All | +83.2% | -40.7% | +124.0% | +96.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling