+289.2%
BN vs CRL
+353.6%
-64.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -0.6% |
| 7D | +4.3% | -1.7% | +6.0% | +4.5% |
| 30D | +14.3% | +14.6% | -0.3% | +7.4% |
| 3M | -4.1% | +24.8% | -28.9% | -13.2% |
| 6M | -9.7% | +94.7% | -104.3% | -32.4% |
| YTD | -7.1% | +73.4% | -80.5% | -28.2% |
| 1Y | -7.4% | +104.7% | -112.1% | -33.2% |
| 3Y | +102.3% | +101.1% | +1.3% | +36.1% |
| 5Y | +35.9% | -10.8% | +46.7% | +27.0% |
| 10Y | +289.2% | +358.8% | -69.6% | +77.8% |
| All | +289.2% | +353.6% | -64.4% | +77.8% |
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