+55.3%
BE vs CNI
+37.5%
+17.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.1% | -8.5% | -5.5% |
| 7D | -12.1% | +3.7% | -15.9% | -10.8% |
| 30D | -30.1% | +8.1% | -38.2% | -27.8% |
| 3M | -12.1% | +1.9% | -14.0% | -11.7% |
| 6M | -30.6% | +19.2% | -49.8% | -27.1% |
| YTD | +130.6% | +32.7% | +97.9% | +130.1% |
| 1Y | +55.3% | +37.0% | +18.3% | +48.8% |
| All | +55.3% | +37.5% | +17.7% | +48.8% |
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 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