+284.6%
BAX vs CNI
+6,508.7%
-6,224.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.3% | -3.6% |
| 7D | -2.4% | +1.9% | -4.4% | -3.0% |
| 30D | -9.7% | -3.0% | -6.7% | -8.9% |
| 3M | +29.3% | +2.2% | +27.1% | +28.4% |
| 6M | +40.7% | +16.3% | +24.3% | +34.3% |
| YTD | +30.3% | +25.7% | +4.6% | +21.3% |
| 1Y | +3.4% | +30.4% | -27.0% | -4.9% |
| 3Y | -32.0% | +20.4% | -52.5% | -36.3% |
| 5Y | -66.9% | +10.4% | -77.3% | -68.5% |
| 10Y | -37.1% | +126.9% | -164.0% | -51.9% |
| All | +284.6% | +6,508.7% | -6,224.1% | +14.8% |
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