+285.2%
BRO vs CNI
+138.2%
+147.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.6% |
| 7D | -7.3% | -0.4% | -7.0% | -7.2% |
| 30D | -6.9% | -2.7% | -4.2% | -5.8% |
| 3M | +10.7% | +3.9% | +6.7% | +8.7% |
| 6M | -2.7% | +16.4% | -19.1% | -9.5% |
| YTD | -16.3% | +25.8% | -42.1% | -25.2% |
| 1Y | -29.1% | +32.4% | -61.5% | -38.2% |
| 3Y | -7.8% | +19.1% | -26.9% | -17.6% |
| 5Y | +18.7% | +13.6% | +5.2% | +7.3% |
| All | +285.2% | +138.2% | +147.0% | +141.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling