+5,435.1%
CL vs BN
+15,832.7%
-10,397.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +3.0% | +0.5% |
| 7D | +5.9% | +5.7% | +0.2% | +4.9% |
| 30D | +13.8% | +12.0% | +1.8% | +11.5% |
| 3M | +6.4% | -6.1% | +12.5% | +7.5% |
| 6M | +15.6% | -8.6% | +24.2% | +17.2% |
| YTD | +27.9% | -8.5% | +36.4% | +29.2% |
| 1Y | +31.4% | -8.4% | +39.8% | +32.6% |
| 3Y | +41.4% | +92.3% | -50.9% | +22.2% |
| 5Y | +42.8% | +31.3% | +11.4% | +30.1% |
| 10Y | +79.7% | +280.5% | -200.8% | +30.9% |
| All | +5,435.1% | +15,832.7% | -10,397.6% | +2,263.1% |
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 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