+136.4%
BAC vs CNI
+19.3%
+117.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.2% | +0.7% |
| 7D | +0.6% | +0.9% | -0.2% | +0.3% |
| 30D | -1.4% | -2.1% | +0.7% | -0.7% |
| 3M | +15.7% | +1.8% | +13.9% | +14.6% |
| 6M | +32.2% | +14.8% | +17.4% | +24.2% |
| YTD | +15.8% | +25.4% | -9.6% | +4.1% |
| 1Y | +27.3% | +32.9% | -5.7% | +11.1% |
| All | +136.4% | +19.3% | +117.1% | +112.4% |
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 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