+1,264.4%
BE vs CNI
+12.6%
+1,251.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.9% | +5.8% | +6.1% |
| 7D | +9.0% | -0.4% | +9.4% | +9.4% |
| 30D | +16.3% | -2.7% | +19.0% | +18.3% |
| 3M | +10.8% | +3.9% | +6.9% | +6.2% |
| 6M | +73.2% | +16.4% | +56.8% | +49.7% |
| YTD | +217.4% | +25.8% | +191.6% | +154.8% |
| 1Y | +309.8% | +32.4% | +277.4% | +213.2% |
| 3Y | +1,726.2% | +19.1% | +1,707.1% | +1,390.6% |
| All | +1,264.4% | +12.6% | +1,251.8% | +986.9% |
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