+15,687.7%
BN vs CPB
+366.4%
+15,321.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.7% |
| 7D | +5.3% | +8.0% | -2.6% | +3.9% |
| 30D | +11.9% | +22.4% | -10.5% | +7.8% |
| 3M | -5.7% | +3.8% | -9.6% | -6.6% |
| 6M | -10.6% | +13.7% | -24.3% | -13.2% |
| YTD | -9.4% | -11.7% | +2.3% | -8.1% |
| 1Y | -8.8% | -18.1% | +9.4% | -6.3% |
| 3Y | +95.6% | -34.7% | +130.4% | +107.3% |
| 5Y | +30.2% | -30.6% | +60.7% | +34.8% |
| 10Y | +277.0% | -37.1% | +314.2% | +286.7% |
| All | +15,687.7% | +366.4% | +15,321.3% | +11,046.1% |
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 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