+105.9%
CB vs BN
+36.7%
+69.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.6% |
| 7D | 0.0% | -0.3% | +0.3% | +0.1% |
| 30D | +7.4% | +13.6% | -6.2% | +4.8% |
| 3M | +8.6% | -6.7% | +15.3% | +9.8% |
| 6M | +16.1% | -9.0% | +25.1% | +17.8% |
| YTD | +20.2% | -8.8% | +29.0% | +21.3% |
| 1Y | +27.2% | -10.6% | +37.8% | +28.8% |
| 3Y | +72.7% | +98.8% | -26.1% | +41.4% |
| 5Y | +105.9% | +33.6% | +72.3% | +91.9% |
| All | +105.9% | +36.7% | +69.3% | +91.9% |
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