-20.3%
BROS vs CNI
+37.5%
-57.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | -0.1% |
| 7D | +2.5% | +3.7% | -1.3% | +0.5% |
| 30D | +15.1% | +8.1% | +7.0% | +10.3% |
| 3M | -31.4% | +1.9% | -33.2% | -32.0% |
| 6M | -22.6% | +19.2% | -41.8% | -29.9% |
| YTD | -28.1% | +32.7% | -60.9% | -40.7% |
| 1Y | -20.3% | +37.0% | -57.3% | -37.0% |
| All | -20.3% | +37.5% | -57.8% | -37.0% |
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