+15,687.7%
BN vs CPB
+360.6%
+15,327.2%
-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% | +2.5% | -8.3% | -6.4% |
| 6M | -10.6% | +12.2% | -22.8% | -13.0% |
| YTD | -9.4% | -12.8% | +3.5% | -7.9% |
| 1Y | -8.8% | -19.2% | +10.4% | -6.1% |
| 3Y | +95.6% | -35.6% | +131.2% | +107.8% |
| 5Y | +30.2% | -31.4% | +61.6% | +35.1% |
| 10Y | +277.0% | -37.9% | +315.0% | +287.6% |
| All | +15,687.7% | +360.6% | +15,327.2% | +11,071.3% |
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