+30.3%
BIL vs CNI
+545.4%
-515.1%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.1% | 0.0% |
| 7D | +0.1% | -2.1% | +2.2% | +0.1% |
| 30D | +0.3% | -3.3% | +3.6% | +0.3% |
| 3M | +0.9% | +3.8% | -2.9% | +1.0% |
| 6M | +1.8% | +12.7% | -10.8% | +1.9% |
| YTD | +2.4% | +26.3% | -23.8% | +2.5% |
| 1Y | +3.7% | +29.9% | -26.2% | +3.8% |
| 3Y | +14.2% | +15.9% | -1.8% | +14.2% |
| 5Y | +19.4% | +6.9% | +12.5% | +19.4% |
| 10Y | +25.2% | +126.8% | -101.6% | +25.4% |
| All | +30.3% | +545.4% | -515.1% | +30.9% |
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 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