+35.8%
BN vs CRL
-37.4%
+73.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.7% | +0.1% | -1.7% |
| 7D | -1.2% | -0.6% | -0.6% | -1.0% |
| 30D | -10.9% | +5.0% | -15.9% | -12.5% |
| 3M | -11.1% | +50.6% | -61.7% | -23.7% |
| 6M | -4.4% | +60.9% | -65.3% | -20.8% |
| YTD | -14.1% | +40.7% | -54.9% | -25.7% |
| 1Y | -11.1% | +73.3% | -84.4% | -29.4% |
| 3Y | +75.6% | +40.6% | +35.0% | +42.7% |
| 5Y | +35.8% | -37.0% | +72.8% | +35.5% |
| All | +35.8% | -37.4% | +73.2% | +35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling