+1,416.6%
CRS vs BN
+33.2%
+1,383.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +1.3% |
| 7D | -0.5% | -3.0% | +2.5% | +1.5% |
| 30D | -18.1% | -13.0% | -5.1% | -10.2% |
| 3M | -12.4% | -15.2% | +2.8% | -2.5% |
| 6M | +15.9% | -5.9% | +21.8% | +20.0% |
| YTD | +45.8% | -15.8% | +61.6% | +60.3% |
| 1Y | +87.8% | -12.2% | +99.9% | +98.8% |
| 3Y | +648.7% | +72.2% | +576.5% | +383.3% |
| 5Y | +1,416.6% | +33.2% | +1,383.4% | +1,027.9% |
| All | +1,416.6% | +33.2% | +1,383.5% | +1,027.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling