+19.4%
BRO vs CNI
+12.6%
+6.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.5% |
| 7D | -7.3% | -0.4% | -7.0% | -7.2% |
| 30D | -6.9% | -2.7% | -4.2% | -6.0% |
| 3M | +10.7% | +3.9% | +6.7% | +9.1% |
| 6M | -2.7% | +16.4% | -19.1% | -8.2% |
| YTD | -16.3% | +25.8% | -42.1% | -23.7% |
| 1Y | -29.1% | +32.4% | -61.5% | -36.7% |
| 3Y | -7.8% | +19.1% | -26.9% | -16.3% |
| All | +19.4% | +12.6% | +6.8% | +7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling