+238.9%
CRM vs BN
+265.2%
-26.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.7% |
| 7D | -4.4% | -5.2% | +0.7% | -1.8% |
| 30D | +28.1% | -14.5% | +42.6% | +38.8% |
| 3M | +48.8% | -15.0% | +63.8% | +61.5% |
| 6M | +28.3% | -5.4% | +33.7% | +30.3% |
| YTD | -6.0% | -16.4% | +10.4% | +1.7% |
| 1Y | +1.4% | -16.2% | +17.7% | +9.2% |
| 3Y | +11.8% | +67.5% | -55.7% | -20.0% |
| 5Y | -2.0% | +34.1% | -36.1% | -21.4% |
| All | +238.9% | +265.2% | -26.3% | +61.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling