+132.3%
CMS vs BN
+289.4%
-157.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.8% | -3.3% | -0.4% |
| 7D | -0.9% | +3.6% | -4.6% | -1.8% |
| 30D | +7.1% | +15.9% | -8.8% | +3.3% |
| 3M | -1.3% | -2.3% | +1.1% | -0.9% |
| 6M | -2.7% | -8.4% | +5.8% | -1.0% |
| YTD | +2.6% | -5.9% | +8.5% | +3.1% |
| 1Y | -2.0% | -5.6% | +3.6% | -1.7% |
| 3Y | +39.6% | +104.2% | -64.6% | +10.2% |
| 5Y | +35.3% | +35.5% | -0.1% | +17.4% |
| 10Y | +132.3% | +285.2% | -152.9% | +46.6% |
| All | +132.3% | +289.4% | -157.0% | +46.6% |
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