+2,104.6%
CLS vs BN
+7,994.5%
-5,889.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +1.0% |
| 7D | -22.2% | +5.3% | -27.5% | -25.0% |
| 30D | -44.4% | +11.9% | -56.3% | -48.4% |
| 3M | -34.3% | -5.7% | -28.6% | -32.6% |
| 6M | -50.1% | -10.6% | -39.4% | -47.3% |
| YTD | -30.1% | -9.4% | -20.7% | -27.3% |
| 1Y | -39.3% | -8.8% | -30.6% | -36.7% |
| 3Y | +732.7% | +95.6% | +637.1% | +476.1% |
| 5Y | +1,777.2% | +30.2% | +1,747.1% | +1,490.2% |
| 10Y | +1,645.6% | +277.0% | +1,368.6% | +744.3% |
| All | +2,104.6% | +7,994.5% | -5,889.9% | +201.8% |
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