+53.4%
BHP vs CNI
+37.5%
+15.8%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.1% | +0.5% | +1.7% |
| 7D | -2.5% | +3.7% | -6.3% | -3.9% |
| 30D | -7.7% | +8.1% | -15.8% | -10.5% |
| 3M | -6.4% | +1.9% | -8.2% | -7.1% |
| 6M | +5.2% | +19.2% | -14.0% | -3.7% |
| YTD | +38.3% | +32.7% | +5.6% | +20.3% |
| 1Y | +53.4% | +37.0% | +16.4% | +31.0% |
| All | +53.4% | +37.5% | +15.8% | +31.0% |
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