+32.1%
CL vs BN
-3.9%
+36.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +6.1% | -2.8% | +2.5% |
| 7D | +7.7% | +12.0% | -4.3% | +6.2% |
| 30D | +15.2% | +17.0% | -1.8% | +13.2% |
| 3M | +7.3% | -3.2% | +10.6% | +7.3% |
| 6M | +17.0% | -3.9% | +20.9% | +17.0% |
| YTD | +28.0% | -5.6% | +33.6% | +26.4% |
| 1Y | +32.1% | -4.7% | +36.8% | +30.6% |
| All | +32.1% | -3.9% | +36.0% | +30.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling