+47.7%
CI vs BN
+29.3%
+18.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.7% | -2.5% |
| 7D | -1.6% | +5.3% | -6.9% | -2.3% |
| 30D | +5.4% | +11.9% | -6.5% | +3.6% |
| 3M | +7.3% | -5.7% | +13.0% | +8.0% |
| 6M | +5.3% | -10.6% | +15.9% | +6.8% |
| YTD | +8.5% | -9.4% | +17.8% | +9.4% |
| 1Y | +17.1% | -8.8% | +25.9% | +17.8% |
| 3Y | +1.4% | +95.6% | -94.2% | -13.6% |
| All | +47.7% | +29.3% | +18.4% | +40.1% |
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 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