+39.8%
BKNG vs CNI
+18.7%
+21.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | -10.7% | -1.1% | -9.6% | -10.4% |
| 30D | -18.1% | -3.5% | -14.6% | -17.3% |
| 3M | +8.5% | +2.2% | +6.3% | +7.7% |
| 6M | -0.1% | +15.1% | -15.1% | -4.6% |
| YTD | -18.2% | +24.7% | -42.9% | -24.5% |
| 1Y | -19.9% | +33.4% | -53.2% | -28.1% |
| All | +39.8% | +18.7% | +21.2% | +26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling