+9,300.4%
BN vs CNI
+6,544.5%
+2,756.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -1.2% | +2.5% | -3.7% | -2.6% |
| 30D | -10.9% | -2.5% | -8.4% | -9.6% |
| 3M | -11.1% | +2.7% | -13.8% | -12.7% |
| 6M | -4.4% | +16.9% | -21.3% | -13.2% |
| YTD | -14.1% | +26.3% | -40.5% | -25.7% |
| 1Y | -11.1% | +31.1% | -42.2% | -24.8% |
| 3Y | +75.6% | +21.1% | +54.5% | +55.6% |
| 5Y | +35.8% | +11.0% | +24.8% | +26.6% |
| 10Y | +261.6% | +128.1% | +133.4% | +127.2% |
| All | +9,300.4% | +6,544.5% | +2,756.0% | +1,667.8% |
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