+846.9%
BBWI vs CNI
+6,544.5%
-5,697.6%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.2% | -3.2% |
| 7D | +1.6% | +2.5% | -0.9% | 0.0% |
| 30D | -6.2% | -2.5% | -3.7% | -4.7% |
| 3M | +4.3% | +2.7% | +1.6% | +2.3% |
| 6M | -7.2% | +16.9% | -24.1% | -15.9% |
| YTD | -3.0% | +26.3% | -29.4% | -16.5% |
| 1Y | -30.8% | +31.1% | -61.9% | -41.7% |
| 3Y | -43.4% | +21.1% | -64.5% | -49.8% |
| 5Y | -66.7% | +11.0% | -77.7% | -69.0% |
| 10Y | -55.7% | +128.1% | -183.8% | -71.7% |
| All | +846.9% | +6,544.5% | -5,697.6% | +44.6% |
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 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