+36.9%
CMS vs BN
+90.6%
-53.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -2.0% |
| 7D | -1.3% | +5.3% | -6.7% | -1.9% |
| 30D | +6.3% | +11.9% | -5.6% | +5.1% |
| 3M | -2.1% | -5.7% | +3.7% | -1.6% |
| 6M | -5.1% | -10.6% | +5.5% | -4.2% |
| YTD | +1.3% | -9.4% | +10.6% | +1.8% |
| 1Y | -1.4% | -8.8% | +7.4% | -1.0% |
| 3Y | +36.9% | +95.6% | -58.7% | +12.8% |
| All | +36.9% | +90.6% | -53.7% | +12.8% |
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 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