+216.8%
CB vs BN
+259.6%
-42.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.1% | -0.6% |
| 7D | -0.6% | -1.2% | +0.6% | -0.2% |
| 30D | -3.9% | -10.9% | +7.0% | -0.1% |
| 3M | +4.9% | -11.1% | +16.0% | +8.9% |
| 6M | +3.3% | -4.4% | +7.6% | +3.8% |
| YTD | +8.5% | -14.1% | +22.7% | +12.8% |
| 1Y | +22.1% | -11.1% | +33.1% | +24.6% |
| 3Y | +70.1% | +75.6% | -5.4% | +26.1% |
| 5Y | +97.4% | +35.8% | +61.6% | +59.1% |
| 10Y | +216.8% | +261.6% | -44.7% | +69.5% |
| All | +216.8% | +259.6% | -42.7% | +69.5% |
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