+25.9%
BDX vs CNI
+29.8%
-3.9%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.6% |
| 7D | -2.5% | -2.1% | -0.4% | -1.8% |
| 30D | +8.3% | -3.3% | +11.5% | +9.5% |
| 3M | +24.4% | +3.8% | +20.6% | +22.6% |
| 6M | +9.2% | +12.7% | -3.5% | +4.4% |
| YTD | +22.7% | +26.3% | -3.6% | +12.9% |
| 1Y | +25.9% | +29.9% | -4.0% | +14.2% |
| All | +25.9% | +29.8% | -3.9% | +14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling