+81.8%
CRS vs BN
-13.5%
+95.4%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.7% |
| 7D | -4.1% | -5.9% | +1.7% | -1.8% |
| 30D | -16.6% | -15.1% | -1.5% | -11.2% |
| 3M | -14.3% | -14.6% | +0.3% | -9.0% |
| 6M | +11.6% | -8.4% | +20.0% | +14.3% |
| YTD | +42.6% | -16.8% | +59.4% | +46.2% |
| 1Y | +81.8% | -14.4% | +96.2% | +84.1% |
| All | +81.8% | -13.5% | +95.4% | +84.1% |
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 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