+9,971.3%
BN vs CRL
+1,630.9%
+8,340.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.8% | -8.7% | -3.1% |
| 7D | +5.3% | -6.1% | +11.4% | +6.7% |
| 30D | +11.9% | +12.4% | -0.5% | +7.3% |
| 3M | -5.7% | +27.1% | -32.9% | -13.1% |
| 6M | -10.6% | +85.7% | -96.3% | -27.1% |
| YTD | -9.4% | +69.2% | -78.6% | -24.7% |
| 1Y | -8.8% | +97.5% | -106.3% | -27.7% |
| 3Y | +95.6% | +86.1% | +9.5% | +50.8% |
| 5Y | +30.2% | -10.0% | +40.2% | +21.0% |
| 10Y | +277.0% | +395.0% | -117.9% | +122.1% |
| All | +9,971.3% | +1,630.9% | +8,340.4% | +4,630.3% |
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