+362.4%
CFG vs BN
+320.9%
+41.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.1% |
| 7D | +1.5% | -2.5% | +4.0% | +3.3% |
| 30D | -3.8% | -9.5% | +5.7% | +3.1% |
| 3M | +11.5% | -10.4% | +21.9% | +20.2% |
| 6M | +19.2% | -6.4% | +25.5% | +23.5% |
| YTD | +23.7% | -11.9% | +35.6% | +33.2% |
| 1Y | +38.8% | -8.6% | +47.5% | +44.9% |
| 3Y | +178.9% | +77.6% | +101.3% | +74.0% |
| 5Y | +101.8% | +37.0% | +64.7% | +47.7% |
| 10Y | +317.3% | +266.4% | +50.9% | +67.5% |
| All | +362.4% | +320.9% | +41.5% | +69.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling