+246.7%
CB vs BN
+281.2%
-34.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.6% |
| 7D | -1.0% | -2.4% | +1.4% | -0.3% |
| 30D | +7.3% | +13.5% | -6.2% | +2.5% |
| 3M | +7.0% | -5.9% | +13.0% | +9.0% |
| 6M | +16.3% | -8.9% | +25.3% | +19.3% |
| YTD | +19.7% | -7.9% | +27.6% | +21.2% |
| 1Y | +27.8% | -8.3% | +36.1% | +29.3% |
| 3Y | +72.0% | +100.8% | -28.8% | +21.2% |
| 5Y | +104.9% | +38.2% | +66.7% | +65.5% |
| 10Y | +246.7% | +302.3% | -55.6% | +83.0% |
| All | +246.7% | +281.2% | -34.5% | +83.0% |
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