+3,231.7%
CLS vs BN
+7,770.7%
-4,539.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +1.0% |
| 7D | +4.6% | -2.5% | +7.0% | +6.2% |
| 30D | -13.9% | -9.5% | -4.4% | -8.6% |
| 3M | -26.6% | -10.4% | -16.2% | -21.7% |
| 6M | +15.4% | -6.4% | +21.8% | +20.2% |
| YTD | +5.7% | -11.9% | +17.5% | +12.8% |
| 1Y | +41.1% | -8.6% | +49.7% | +48.4% |
| 3Y | +1,228.6% | +77.6% | +1,151.0% | +874.7% |
| 5Y | +3,240.6% | +37.0% | +3,203.6% | +2,683.6% |
| 10Y | +2,760.3% | +266.4% | +2,494.0% | +1,319.0% |
| All | +3,231.7% | +7,770.7% | -4,539.0% | +368.1% |
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