+4,872.3%
CNC vs BN
+6,081.0%
-1,208.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +2.0% |
| 7D | +2.2% | -1.0% | +3.2% | +2.5% |
| 30D | +1.6% | +14.0% | -12.4% | -3.2% |
| 3M | +7.9% | -9.0% | +16.9% | +11.5% |
| 6M | +21.2% | -8.8% | +30.0% | +24.6% |
| YTD | +73.2% | -10.3% | +83.5% | +77.0% |
| 1Y | +97.5% | -5.8% | +103.3% | +98.1% |
| 3Y | -1.2% | +94.8% | -96.0% | -28.8% |
| 5Y | -6.1% | +31.5% | -37.5% | -23.5% |
| 10Y | +181.3% | +291.9% | -110.7% | +40.5% |
| All | +4,872.3% | +6,081.0% | -1,208.6% | +654.7% |
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