+10,358.3%
BN vs CRL
+1,712.0%
+8,646.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.7% | -0.8% | +2.5% |
| 7D | +3.6% | +4.4% | -0.7% | +2.0% |
| 30D | +15.9% | +17.1% | -1.2% | +9.8% |
| 3M | -2.3% | +32.1% | -34.4% | -10.9% |
| 6M | -8.4% | +98.9% | -107.4% | -26.8% |
| YTD | -5.9% | +77.1% | -83.0% | -22.8% |
| 1Y | -5.6% | +110.3% | -115.8% | -26.5% |
| 3Y | +104.2% | +108.5% | -4.3% | +52.4% |
| 5Y | +35.5% | -7.9% | +43.3% | +25.0% |
| 10Y | +285.2% | +368.9% | -83.7% | +129.2% |
| All | +10,358.3% | +1,712.0% | +8,646.3% | +4,748.7% |
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