+112.0%
CF vs BN
+29.3%
+82.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.8% |
| 7D | -3.2% | +5.3% | -8.5% | -4.0% |
| 30D | +4.3% | +11.9% | -7.6% | +2.4% |
| 3M | +2.8% | -5.7% | +8.5% | +3.5% |
| 6M | +0.6% | -10.6% | +11.2% | +2.0% |
| YTD | +56.6% | -9.4% | +66.0% | +57.6% |
| 1Y | +49.6% | -8.8% | +58.4% | +50.1% |
| 3Y | +61.5% | +95.6% | -34.1% | +26.8% |
| All | +112.0% | +29.3% | +82.7% | +86.4% |
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