+391.9%
BAC vs CNI
+136.1%
+255.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.2% |
| 7D | -0.3% | -1.1% | +0.8% | +0.5% |
| 30D | -1.8% | -3.5% | +1.8% | +0.5% |
| 3M | +15.3% | +2.2% | +13.1% | +13.0% |
| 6M | +30.2% | +15.1% | +15.1% | +16.7% |
| YTD | +15.6% | +24.7% | -9.1% | -2.7% |
| 1Y | +27.5% | +33.4% | -5.9% | +1.8% |
| 3Y | +137.0% | +19.5% | +117.5% | +99.4% |
| 5Y | +75.6% | +12.6% | +63.0% | +50.2% |
| All | +391.9% | +136.1% | +255.8% | +137.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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