+1,242.3%
CLS vs BN
+85.7%
+1,156.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +1.0% |
| 7D | +4.6% | -2.5% | +7.0% | +6.9% |
| 30D | -13.9% | -9.5% | -4.4% | -6.1% |
| 3M | -26.6% | -10.4% | -16.2% | -19.5% |
| 6M | +15.4% | -6.4% | +21.8% | +21.7% |
| YTD | +5.7% | -11.9% | +17.5% | +14.8% |
| 1Y | +41.1% | -8.6% | +49.7% | +49.6% |
| All | +1,242.3% | +85.7% | +1,156.5% | +812.6% |
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 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