+3,038.3%
CLS vs BN
+257.9%
+2,780.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +2.5% |
| 7D | +20.1% | -3.0% | +23.1% | +22.7% |
| 30D | +6.0% | -13.0% | +19.1% | +17.3% |
| 3M | -10.3% | -15.2% | +4.9% | +1.1% |
| 6M | +24.5% | -5.9% | +30.4% | +30.0% |
| YTD | +12.9% | -15.8% | +28.6% | +25.8% |
| 1Y | +36.7% | -12.2% | +48.9% | +48.9% |
| 3Y | +1,328.1% | +72.2% | +1,255.9% | +883.6% |
| 5Y | +3,682.3% | +33.2% | +3,649.1% | +2,929.5% |
| 10Y | +3,038.3% | +264.7% | +2,773.6% | +1,418.6% |
| All | +3,038.3% | +257.9% | +2,780.3% | +1,418.6% |
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