-12.0%
BURL vs CNI
+29.8%
-41.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.5% | +2.6% |
| 7D | -2.8% | -2.1% | -0.7% | -2.4% |
| 30D | -28.2% | -3.3% | -24.9% | -27.7% |
| 3M | -17.6% | +3.8% | -21.4% | -18.4% |
| 6M | -11.8% | +12.7% | -24.4% | -15.0% |
| YTD | -8.1% | +26.3% | -34.4% | -14.0% |
| 1Y | -12.0% | +29.9% | -41.8% | -18.0% |
| All | -12.0% | +29.8% | -41.7% | -18.0% |
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