+97.9%
BAC vs CNI
+21.4%
+76.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.2% |
| 7D | +3.2% | +2.5% | +0.7% | +2.3% |
| 30D | -0.7% | +6.1% | -6.8% | -2.8% |
| 3M | -20.0% | +0.1% | -20.1% | -20.1% |
| 6M | +3.4% | +14.9% | -11.5% | -2.3% |
| YTD | -5.7% | +30.9% | -36.6% | -16.5% |
| 1Y | -1.4% | +33.9% | -35.4% | -13.7% |
| 3Y | +97.9% | +20.2% | +77.7% | +75.9% |
| All | +97.9% | +21.4% | +76.5% | +75.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling