+325.9%
BAC vs CNI
+6,783.7%
-6,457.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.4% |
| 7D | +3.2% | +2.5% | +0.7% | +1.4% |
| 30D | -0.7% | +6.1% | -6.8% | -5.0% |
| 3M | -20.0% | +0.1% | -20.1% | -20.4% |
| 6M | +3.4% | +14.9% | -11.5% | -7.4% |
| YTD | -5.7% | +30.9% | -36.6% | -24.3% |
| 1Y | -1.4% | +33.9% | -35.4% | -22.4% |
| 3Y | +97.9% | +20.2% | +77.7% | +64.8% |
| 5Y | +22.9% | +8.2% | +14.7% | +8.4% |
| 10Y | +235.3% | +142.2% | +93.2% | +58.7% |
| All | +325.9% | +6,783.7% | -6,457.8% | -64.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling