+219.8%
CFG vs BN
+281.2%
-61.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.6% | +1.4% |
| 7D | -0.8% | -2.4% | +1.6% | +1.0% |
| 30D | +3.1% | +13.5% | -10.4% | -6.5% |
| 3M | -9.7% | -5.9% | -3.8% | -6.0% |
| 6M | +6.7% | -8.9% | +15.6% | +13.2% |
| YTD | +15.2% | -7.9% | +23.0% | +19.7% |
| 1Y | +28.8% | -8.3% | +37.1% | +34.0% |
| 3Y | +190.1% | +100.8% | +89.3% | +59.1% |
| 5Y | +63.4% | +38.2% | +25.2% | +16.6% |
| 10Y | +219.8% | +302.3% | -82.6% | +18.9% |
| All | +219.8% | +281.2% | -61.5% | +18.9% |
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