+76.3%
CL vs BN
+289.4%
-213.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.8% | -2.4% | +0.7% |
| 7D | +0.5% | +3.6% | -3.1% | -0.2% |
| 30D | +11.6% | +15.9% | -4.3% | +8.6% |
| 3M | +5.6% | -2.3% | +7.9% | +5.9% |
| 6M | +13.2% | -8.4% | +21.6% | +14.7% |
| YTD | +26.9% | -5.9% | +32.8% | +27.5% |
| 1Y | +27.3% | -5.6% | +32.9% | +27.7% |
| 3Y | +39.7% | +104.2% | -64.5% | +16.5% |
| 5Y | +41.3% | +35.5% | +5.8% | +27.5% |
| 10Y | +76.3% | +285.2% | -209.0% | +16.1% |
| All | +76.3% | +289.4% | -213.1% | +16.1% |
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