+1,712.4%
BDX vs CNI
+6,494.7%
-4,782.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.2% |
| 7D | -3.6% | +0.9% | -4.4% | -3.8% |
| 30D | +0.7% | -2.1% | +2.8% | +1.3% |
| 3M | +19.0% | +1.8% | +17.1% | +18.3% |
| 6M | +10.8% | +14.8% | -4.0% | +6.5% |
| YTD | +20.1% | +25.4% | -5.2% | +12.6% |
| 1Y | +23.1% | +32.9% | -9.9% | +13.4% |
| 3Y | -8.8% | +20.2% | -29.0% | -14.3% |
| 5Y | -1.4% | +12.2% | -13.6% | -6.4% |
| 10Y | +60.5% | +136.0% | -75.5% | +22.9% |
| All | +1,712.4% | +6,494.7% | -4,782.2% | +488.8% |
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