+2,029.3%
CLS vs BN
+297.2%
+1,732.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.0% | +5.6% | +5.3% |
| 7D | +23.5% | -0.3% | +23.8% | +23.8% |
| 30D | -28.9% | +13.6% | -42.5% | -36.0% |
| 3M | -25.2% | -6.7% | -18.5% | -22.1% |
| 6M | -32.1% | -9.0% | -23.1% | -28.3% |
| YTD | -14.1% | -8.8% | -5.3% | -10.5% |
| 1Y | -24.1% | -10.6% | -13.5% | -19.1% |
| 3Y | +897.0% | +98.8% | +798.2% | +516.4% |
| 5Y | +2,089.9% | +33.6% | +2,056.3% | +1,627.1% |
| All | +2,029.3% | +297.2% | +1,732.1% | +851.7% |
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