+72.4%
CB vs BN
+102.0%
-29.6%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | -1.0% | -2.4% | +1.4% | -0.8% |
| 30D | +7.3% | +13.5% | -6.2% | +5.9% |
| 3M | +7.0% | -5.9% | +13.0% | +7.5% |
| 6M | +16.3% | -8.9% | +25.3% | +17.2% |
| YTD | +19.7% | -7.9% | +27.6% | +20.2% |
| 1Y | +27.8% | -8.3% | +36.1% | +28.2% |
| All | +72.4% | +102.0% | -29.6% | +71.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling