+150.3%
CI vs BN
+280.2%
-130.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.9% | +3.0% |
| 7D | +2.6% | +4.3% | -1.7% | +1.0% |
| 30D | +7.3% | +14.3% | -7.0% | +2.2% |
| 3M | +9.5% | -4.1% | +13.6% | +10.8% |
| 6M | +6.4% | -9.7% | +16.1% | +9.6% |
| YTD | +12.0% | -7.1% | +19.2% | +13.1% |
| 1Y | +20.1% | -7.4% | +27.5% | +21.1% |
| 3Y | +9.6% | +102.3% | -92.8% | -24.2% |
| 5Y | +52.7% | +35.9% | +16.8% | +23.5% |
| 10Y | +150.3% | +289.2% | -138.9% | +20.1% |
| All | +150.3% | +280.2% | -130.0% | +20.1% |
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