+577.4%
CF vs BN
+265.3%
+312.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -3.0% | -3.1% |
| 7D | +6.0% | -2.5% | +8.5% | +7.0% |
| 30D | +14.8% | -9.5% | +24.3% | +19.5% |
| 3M | +14.1% | -10.4% | +24.4% | +18.7% |
| 6M | +28.5% | -6.4% | +34.9% | +28.5% |
| YTD | +74.9% | -11.9% | +86.8% | +78.8% |
| 1Y | +61.7% | -8.6% | +70.3% | +61.3% |
| 3Y | +80.3% | +77.6% | +2.8% | +18.5% |
| 5Y | +226.0% | +37.0% | +188.9% | +138.3% |
| All | +577.4% | +265.3% | +312.1% | +158.6% |
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 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