+4,850.5%
CL vs BN
+15,251.3%
-10,400.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | -2.2% | -2.5% | +0.3% | -1.8% |
| 30D | -4.8% | -9.5% | +4.7% | -3.2% |
| 3M | +4.9% | -10.4% | +15.3% | +6.9% |
| 6M | -5.7% | -6.4% | +0.6% | -4.8% |
| YTD | +14.4% | -11.9% | +26.2% | +16.4% |
| 1Y | +8.7% | -8.6% | +17.4% | +9.7% |
| 3Y | +30.0% | +77.6% | -47.6% | +13.8% |
| 5Y | +28.4% | +37.0% | -8.7% | +15.9% |
| 10Y | +50.1% | +266.4% | -216.3% | +10.1% |
| All | +4,850.5% | +15,251.3% | -10,400.9% | +2,028.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling