+37.6%
CL vs BN
+90.6%
-53.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.2% | -2.1% |
| 7D | +1.3% | +5.3% | -4.0% | +1.0% |
| 30D | +11.4% | +11.9% | -0.5% | +10.6% |
| 3M | +4.4% | -5.7% | +10.2% | +4.7% |
| 6M | +10.8% | -10.6% | +21.4% | +11.3% |
| YTD | +25.1% | -9.4% | +34.5% | +25.3% |
| 1Y | +28.0% | -8.8% | +36.7% | +28.1% |
| 3Y | +37.6% | +95.6% | -58.0% | +30.5% |
| All | +37.6% | +90.6% | -53.0% | +30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling