-26.7%
BB vs CNI
+12.6%
-39.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.0% |
| 7D | -0.4% | -0.4% | 0.0% | -0.1% |
| 30D | -12.5% | -2.7% | -9.8% | -10.7% |
| 3M | -17.4% | +3.9% | -21.4% | -20.5% |
| 6M | +119.1% | +16.4% | +102.8% | +91.2% |
| YTD | +102.4% | +25.8% | +76.6% | +64.2% |
| 1Y | +98.2% | +32.4% | +65.8% | +53.0% |
| 3Y | +46.9% | +19.1% | +27.9% | +21.3% |
| All | -26.7% | +12.6% | -39.4% | -38.9% |
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