+403.7%
BP vs CNI
+6,508.7%
-6,105.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.7% |
| 7D | +0.9% | +1.9% | -1.0% | 0.0% |
| 30D | +9.1% | -3.0% | +12.2% | +10.5% |
| 3M | +3.9% | +2.2% | +1.7% | +2.5% |
| 6M | +13.6% | +16.3% | -2.7% | +4.7% |
| YTD | +34.0% | +25.7% | +8.4% | +18.5% |
| 1Y | +39.2% | +30.4% | +8.8% | +20.6% |
| 3Y | +36.4% | +20.4% | +16.0% | +20.8% |
| 5Y | +135.8% | +10.4% | +125.4% | +115.1% |
| 10Y | +125.0% | +126.9% | -1.9% | +47.4% |
| All | +403.7% | +6,508.7% | -6,105.1% | +16.8% |
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