+308.9%
BB vs CNI
+4,462.0%
-4,153.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +0.5% | +2.5% | -2.0% | -1.0% |
| 30D | -12.4% | -2.5% | -9.9% | -11.0% |
| 3M | -15.3% | +2.7% | -18.0% | -17.0% |
| 6M | +128.8% | +16.9% | +111.8% | +106.4% |
| YTD | +107.7% | +26.3% | +81.3% | +77.9% |
| 1Y | +103.9% | +31.1% | +72.8% | +70.3% |
| 3Y | +72.6% | +21.1% | +51.5% | +50.8% |
| 5Y | -24.3% | +11.0% | -35.3% | -29.5% |
| 10Y | +3.1% | +128.1% | -125.0% | -38.2% |
| All | +308.9% | +4,462.0% | -4,153.1% | -37.3% |
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