+67.5%
BN vs CNI
+19.7%
+47.8%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | -0.2% |
| 7D | -5.2% | -0.4% | -4.8% | -4.9% |
| 30D | -14.5% | -2.7% | -11.8% | -12.9% |
| 3M | -15.0% | +3.9% | -18.9% | -17.6% |
| 6M | -5.4% | +16.4% | -21.8% | -16.0% |
| YTD | -16.4% | +25.8% | -42.2% | -30.3% |
| 1Y | -16.2% | +32.4% | -48.6% | -33.1% |
| 3Y | +67.5% | +19.1% | +48.5% | +36.0% |
| All | +67.5% | +19.7% | +47.8% | +36.0% |
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 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