+795.1%
BKNG vs CNI
+4,115.9%
-3,320.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.8% |
| 7D | -10.7% | -1.1% | -9.6% | -10.1% |
| 30D | -18.1% | -3.5% | -14.6% | -16.4% |
| 3M | +8.5% | +2.2% | +6.3% | +6.8% |
| 6M | -0.1% | +15.1% | -15.1% | -8.7% |
| YTD | -18.2% | +24.7% | -42.9% | -29.2% |
| 1Y | -19.9% | +33.4% | -53.2% | -33.5% |
| 3Y | +41.6% | +19.5% | +22.1% | +22.8% |
| 5Y | +93.1% | +12.6% | +80.6% | +71.8% |
| 10Y | +214.8% | +134.7% | +80.1% | +77.6% |
| All | +795.1% | +4,115.9% | -3,320.8% | +47.9% |
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