+84.1%
CL vs BN
+281.2%
-197.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.1% |
| 7D | -0.8% | -2.4% | +1.6% | -0.3% |
| 30D | +9.5% | +13.5% | -4.0% | +7.0% |
| 3M | +6.8% | -5.9% | +12.7% | +7.8% |
| 6M | +14.3% | -8.9% | +23.2% | +16.0% |
| YTD | +27.0% | -7.9% | +34.9% | +28.1% |
| 1Y | +26.3% | -8.3% | +34.6% | +27.3% |
| 3Y | +39.3% | +100.8% | -61.5% | +16.6% |
| 5Y | +41.5% | +38.2% | +3.3% | +26.8% |
| 10Y | +84.1% | +302.3% | -218.2% | +20.5% |
| All | +84.1% | +281.2% | -197.1% | +20.5% |
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