+487.0%
CF vs BN
+289.4%
+197.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.8% | -3.9% | -1.6% |
| 7D | -0.9% | +3.6% | -4.5% | -2.6% |
| 30D | +6.9% | +15.9% | -8.9% | 0.0% |
| 3M | +4.8% | -2.3% | +7.2% | +4.9% |
| 6M | +4.7% | -8.4% | +13.1% | +6.8% |
| YTD | +56.5% | -5.9% | +62.4% | +54.5% |
| 1Y | +48.4% | -5.6% | +54.0% | +45.9% |
| 3Y | +59.1% | +104.2% | -45.1% | -2.4% |
| 5Y | +109.5% | +35.5% | +74.0% | +56.8% |
| 10Y | +487.0% | +285.2% | +201.7% | +120.9% |
| All | +487.0% | +289.4% | +197.6% | +120.9% |
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 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