+60.4%
CFG vs BN
+31.1%
+29.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.7% |
| 7D | +3.2% | -1.0% | +4.2% | +3.8% |
| 30D | +5.1% | +14.0% | -8.8% | -3.7% |
| 3M | -11.2% | -9.0% | -2.2% | -6.0% |
| 6M | +9.6% | -8.8% | +18.4% | +15.4% |
| YTD | +15.0% | -10.3% | +25.2% | +21.2% |
| 1Y | +29.9% | -5.8% | +35.7% | +32.5% |
| 3Y | +192.1% | +94.8% | +97.3% | +78.8% |
| All | +60.4% | +31.1% | +29.3% | +21.7% |
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