+75.9%
BAC vs CNI
+11.9%
+64.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.2% | +0.8% |
| 7D | +0.6% | +0.9% | -0.2% | +0.2% |
| 30D | -1.4% | -2.1% | +0.7% | -0.5% |
| 3M | +15.7% | +1.8% | +13.9% | +14.3% |
| 6M | +32.2% | +14.8% | +17.4% | +22.3% |
| YTD | +15.8% | +25.4% | -9.6% | +1.7% |
| 1Y | +27.3% | +32.9% | -5.7% | +8.1% |
| 3Y | +137.5% | +20.2% | +117.3% | +109.1% |
| All | +75.9% | +11.9% | +64.0% | +57.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling