+61.2%
BROS vs CNI
+18.7%
+42.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -3.1% |
| 7D | -6.1% | -1.1% | -5.0% | -5.4% |
| 30D | -12.4% | -3.5% | -8.8% | -10.6% |
| 3M | -27.9% | +2.2% | -30.1% | -28.9% |
| 6M | -16.8% | +15.1% | -31.9% | -23.7% |
| YTD | -29.0% | +24.7% | -53.7% | -38.2% |
| 1Y | -33.2% | +33.4% | -66.6% | -44.2% |
| All | +61.2% | +18.7% | +42.6% | +41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling