+7.1%
CRM vs BN
-6.5%
+13.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | +1.3% | -2.5% | +3.7% | +1.9% |
| 30D | +34.3% | -9.5% | +43.8% | +38.3% |
| 3M | +37.7% | -10.4% | +48.1% | +42.0% |
| 6M | +34.9% | -6.4% | +41.3% | +36.9% |
| YTD | -1.6% | -11.9% | +10.2% | +2.9% |
| 1Y | +7.1% | -8.6% | +15.7% | +10.0% |
| All | +7.1% | -6.5% | +13.6% | +10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling