+9,692.9%
BN vs CRL
+1,379.5%
+8,313.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.2% |
| 7D | -2.5% | -1.0% | -1.4% | -2.2% |
| 30D | -9.5% | +10.7% | -20.2% | -12.2% |
| 3M | -10.4% | +55.3% | -65.7% | -21.9% |
| 6M | -6.4% | +60.7% | -67.0% | -19.9% |
| YTD | -11.9% | +44.6% | -56.5% | -22.6% |
| 1Y | -8.6% | +77.7% | -86.4% | -25.0% |
| 3Y | +77.6% | +37.6% | +39.9% | +51.0% |
| 5Y | +37.0% | -35.8% | +72.9% | +40.9% |
| 10Y | +266.4% | +241.7% | +24.6% | +139.1% |
| All | +9,692.9% | +1,379.5% | +8,313.4% | +4,764.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling