+89.6%
CL vs BN
+290.8%
-201.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +2.1% |
| 7D | +3.2% | -1.0% | +4.2% | +3.4% |
| 30D | +8.0% | +14.0% | -5.9% | +5.5% |
| 3M | +7.9% | -9.0% | +16.9% | +9.6% |
| 6M | +14.7% | -8.8% | +23.6% | +16.4% |
| YTD | +29.2% | -10.3% | +39.4% | +30.9% |
| 1Y | +29.5% | -5.8% | +35.3% | +30.0% |
| 3Y | +40.7% | +94.8% | -54.1% | +18.4% |
| 5Y | +43.9% | +31.5% | +12.4% | +30.4% |
| All | +89.6% | +290.8% | -201.2% | +24.7% |
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