+264.7%
BN vs CRL
+244.4%
+20.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.1% | -1.6% |
| 7D | -3.0% | -4.6% | +1.6% | -1.2% |
| 30D | -13.0% | +0.5% | -13.5% | -13.3% |
| 3M | -15.2% | +46.6% | -61.8% | -27.7% |
| 6M | -5.9% | +57.3% | -63.2% | -23.0% |
| YTD | -15.8% | +39.5% | -55.3% | -28.2% |
| 1Y | -12.2% | +76.9% | -89.0% | -32.7% |
| 3Y | +72.2% | +39.4% | +32.8% | +36.7% |
| 5Y | +33.2% | -37.2% | +70.4% | +44.2% |
| 10Y | +264.7% | +253.4% | +11.3% | +86.3% |
| All | +264.7% | +244.4% | +20.2% | +86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling