+2,277.8%
CLS vs BN
+8,305.5%
-6,027.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +3.8% | +4.0% | +5.6% |
| 7D | -10.6% | +3.6% | -14.2% | -12.6% |
| 30D | -38.4% | +15.9% | -54.3% | -44.0% |
| 3M | -29.9% | -2.3% | -27.5% | -29.4% |
| 6M | -40.6% | -8.4% | -32.2% | -38.2% |
| YTD | -24.6% | -5.9% | -18.7% | -23.2% |
| 1Y | -30.8% | -5.6% | -25.2% | -29.2% |
| 3Y | +811.7% | +104.2% | +707.5% | +515.9% |
| 5Y | +1,838.4% | +35.5% | +1,803.0% | +1,505.9% |
| 10Y | +1,751.5% | +285.2% | +1,466.3% | +784.2% |
| All | +2,277.8% | +8,305.5% | -6,027.7% | +218.8% |
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