-3.5%
BRO vs CNI
+34.7%
-38.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +1.0% |
| 7D | +9.9% | +2.0% | +8.0% | +9.5% |
| 30D | +22.3% | +6.8% | +15.5% | +21.0% |
| 3M | +5.3% | -0.3% | +5.6% | +5.4% |
| 6M | +30.3% | +16.3% | +14.1% | +28.2% |
| YTD | -5.7% | +30.2% | -35.9% | -9.5% |
| 1Y | -3.5% | +34.0% | -37.5% | -8.1% |
| All | -3.5% | +34.7% | -38.2% | -8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling