+1,008.9%
BE vs CNI
+64.4%
+944.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | 0.0% | +9.6% | +9.6% |
| 7D | +29.8% | +2.5% | +27.3% | +27.3% |
| 30D | +26.4% | -2.5% | +28.9% | +28.9% |
| 3M | +9.3% | +2.7% | +6.6% | +4.9% |
| 6M | +105.1% | +16.9% | +88.1% | +72.4% |
| YTD | +219.0% | +26.3% | +192.7% | +147.1% |
| 1Y | +418.8% | +31.1% | +387.6% | +285.5% |
| 3Y | +1,784.6% | +21.1% | +1,763.5% | +1,370.3% |
| 5Y | +1,251.0% | +11.0% | +1,240.0% | +1,060.9% |
| All | +1,008.9% | +64.4% | +944.5% | +402.2% |
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 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