+6,646.7%
CB vs BN
+30,798.1%
-24,151.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.8% |
| 7D | +0.5% | -2.5% | +3.0% | +1.4% |
| 30D | -3.1% | -9.5% | +6.4% | +0.3% |
| 3M | +9.0% | -10.4% | +19.3% | +12.9% |
| 6M | +2.9% | -6.4% | +9.2% | +4.3% |
| YTD | +10.1% | -11.9% | +22.0% | +13.5% |
| 1Y | +22.8% | -8.6% | +31.4% | +24.3% |
| 3Y | +73.8% | +77.6% | -3.8% | +32.0% |
| 5Y | +99.2% | +37.0% | +62.1% | +62.0% |
| 10Y | +218.2% | +266.4% | -48.2% | +74.4% |
| All | +6,646.7% | +30,798.1% | -24,151.5% | +1,163.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling