+459.7%
CMS vs BN
+15,251.3%
-14,791.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +0.4% | -2.5% | +2.8% | +0.9% |
| 30D | -3.6% | -9.5% | +5.9% | -1.4% |
| 3M | -1.9% | -10.4% | +8.5% | +0.4% |
| 6M | -11.0% | -6.4% | -4.6% | -10.1% |
| YTD | +0.2% | -11.9% | +12.1% | +2.3% |
| 1Y | -1.3% | -8.6% | +7.3% | -0.4% |
| 3Y | +35.9% | +77.6% | -41.6% | +14.7% |
| 5Y | +23.1% | +37.0% | -14.0% | +8.2% |
| 10Y | +117.9% | +266.4% | -148.5% | +47.7% |
| All | +459.7% | +15,251.3% | -14,791.7% | +158.0% |
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