+1,593.5%
BNY vs CNI
+6,516.9%
-4,923.4%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.5% |
| 7D | -1.3% | -0.4% | -1.0% | -1.1% |
| 30D | -0.2% | -2.7% | +2.5% | +1.4% |
| 3M | +14.9% | +3.9% | +11.0% | +11.6% |
| 6M | +40.0% | +16.4% | +23.6% | +25.7% |
| YTD | +42.0% | +25.8% | +16.2% | +20.5% |
| 1Y | +56.9% | +32.4% | +24.5% | +28.4% |
| 3Y | +289.9% | +19.1% | +270.8% | +233.8% |
| 5Y | +259.2% | +13.6% | +245.6% | +211.8% |
| 10Y | +413.3% | +136.8% | +276.5% | +165.5% |
| All | +1,593.5% | +6,516.9% | -4,923.4% | +41.5% |
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