+25.9%
CMS vs BN
+37.9%
-12.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +0.4% | -2.5% | +2.8% | +0.7% |
| 30D | -3.6% | -9.5% | +5.9% | -2.2% |
| 3M | -1.9% | -10.4% | +8.5% | -0.4% |
| 6M | -11.0% | -6.4% | -4.6% | -10.3% |
| YTD | +0.2% | -11.9% | +12.1% | +1.6% |
| 1Y | -1.3% | -8.6% | +7.3% | -0.7% |
| 3Y | +35.9% | +77.6% | -41.6% | +17.1% |
| All | +25.9% | +37.9% | -12.0% | +9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling