-68.9%
BBWI vs CNI
+11.3%
-80.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.0% |
| 7D | -8.0% | -1.1% | -6.9% | -7.2% |
| 30D | -6.6% | -3.5% | -3.1% | -4.0% |
| 3M | -2.7% | +2.2% | -4.9% | -4.8% |
| 6M | -12.8% | +15.1% | -27.9% | -22.2% |
| YTD | -10.5% | +24.7% | -35.2% | -25.3% |
| 1Y | -35.3% | +33.4% | -68.7% | -48.9% |
| 3Y | -47.7% | +19.5% | -67.2% | -55.3% |
| 5Y | -68.9% | +12.6% | -81.4% | -72.3% |
| All | -68.9% | +11.3% | -80.2% | -72.3% |
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 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