+237.0%
CFG vs BN
+289.4%
-52.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.8% | -0.9% | +0.1% |
| 7D | +0.3% | +3.6% | -3.4% | -2.5% |
| 30D | +3.2% | +15.9% | -12.6% | -7.8% |
| 3M | -9.7% | -2.3% | -7.4% | -8.6% |
| 6M | +3.6% | -8.4% | +12.1% | +9.5% |
| YTD | +14.7% | -5.9% | +20.6% | +17.4% |
| 1Y | +29.6% | -5.6% | +35.2% | +32.0% |
| 3Y | +190.6% | +104.2% | +86.3% | +58.0% |
| 5Y | +67.1% | +35.5% | +31.6% | +21.7% |
| 10Y | +237.0% | +285.2% | -48.2% | +27.6% |
| All | +237.0% | +289.4% | -52.3% | +27.6% |
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