+113.6%
C vs BN
+31.1%
+82.6%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.9% |
| 7D | +4.2% | -1.0% | +5.2% | +4.7% |
| 30D | +2.0% | +14.0% | -12.0% | -5.6% |
| 3M | -10.1% | -9.0% | -1.1% | -5.5% |
| 6M | +1.0% | -8.8% | +9.8% | +5.8% |
| YTD | +8.5% | -10.3% | +18.7% | +13.9% |
| 1Y | +25.7% | -5.8% | +31.5% | +28.4% |
| 3Y | +216.0% | +94.8% | +121.2% | +113.7% |
| All | +113.6% | +31.1% | +82.6% | +65.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling