+4,577.2%
CNC vs BN
+5,970.3%
-1,393.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.2% | -1.3% |
| 7D | +3.5% | -2.5% | +6.0% | +4.4% |
| 30D | +0.1% | -9.5% | +9.6% | +3.7% |
| 3M | +6.9% | -10.4% | +17.3% | +11.0% |
| 6M | +49.0% | -6.4% | +55.4% | +50.9% |
| YTD | +62.9% | -11.9% | +74.8% | +67.8% |
| 1Y | +134.0% | -8.6% | +142.6% | +136.9% |
| 3Y | +9.4% | +77.6% | -68.1% | -18.7% |
| 5Y | +4.1% | +37.0% | -32.9% | -16.8% |
| 10Y | +95.4% | +266.4% | -171.0% | +0.4% |
| All | +4,577.2% | +5,970.3% | -1,393.1% | +615.6% |
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 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