-67.4%
BAX vs CNI
+12.6%
-80.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.9% |
| 7D | -7.9% | -0.4% | -7.5% | -7.7% |
| 30D | -11.7% | -2.7% | -9.0% | -10.7% |
| 3M | +16.2% | +3.9% | +12.3% | +14.2% |
| 6M | +32.0% | +16.4% | +15.6% | +24.1% |
| YTD | +24.7% | +25.8% | -1.1% | +13.6% |
| 1Y | -2.6% | +32.4% | -35.0% | -13.2% |
| 3Y | -35.0% | +19.1% | -54.0% | -40.4% |
| All | -67.4% | +12.6% | -80.1% | -70.6% |
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