+110.9%
CF vs BN
+31.1%
+79.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.3% |
| 7D | +4.8% | -1.0% | +5.8% | +4.9% |
| 30D | +4.7% | +14.0% | -9.3% | +2.5% |
| 3M | +7.4% | -9.0% | +16.4% | +8.7% |
| 6M | +0.6% | -8.8% | +9.4% | +1.5% |
| YTD | +64.1% | -10.3% | +74.4% | +65.3% |
| 1Y | +51.4% | -5.8% | +57.2% | +50.4% |
| 3Y | +67.8% | +94.8% | -27.0% | +31.4% |
| All | +110.9% | +31.1% | +79.9% | +82.9% |
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