+15,251.3%
BN vs CPB
+325.7%
+14,925.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | +0.3% |
| 7D | -2.5% | -8.6% | +6.1% | -1.0% |
| 30D | -9.5% | -7.2% | -2.3% | -8.4% |
| 3M | -10.4% | +0.9% | -11.3% | -10.9% |
| 6M | -6.4% | -11.8% | +5.5% | -4.7% |
| YTD | -11.9% | -19.4% | +7.5% | -9.0% |
| 1Y | -8.6% | -30.4% | +21.8% | -3.3% |
| 3Y | +77.6% | -40.2% | +117.7% | +91.3% |
| 5Y | +37.0% | -39.5% | +76.5% | +45.8% |
| 10Y | +266.4% | -47.4% | +313.8% | +289.7% |
| All | +15,251.3% | +325.7% | +14,925.6% | +10,935.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling