+220.1%
C vs BN
+289.4%
-69.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.8% | -1.4% | -0.2% |
| 7D | -0.9% | +3.6% | -4.6% | -3.5% |
| 30D | -5.4% | +15.9% | -21.3% | -14.9% |
| 3M | -9.2% | -2.3% | -6.8% | -8.1% |
| 6M | -1.8% | -8.4% | +6.6% | +3.4% |
| YTD | +6.7% | -5.9% | +12.6% | +9.4% |
| 1Y | +23.5% | -5.6% | +29.1% | +26.1% |
| 3Y | +219.8% | +104.2% | +115.6% | +81.8% |
| 5Y | +112.4% | +35.5% | +76.9% | +57.3% |
| 10Y | +220.1% | +285.2% | -65.1% | +20.0% |
| All | +220.1% | +289.4% | -69.3% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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