+240.7%
BURL vs CNI
+139.1%
+101.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -0.4% |
| 7D | +4.1% | +0.3% | +3.8% | +4.0% |
| 30D | -9.5% | +7.2% | -16.6% | -13.4% |
| 3M | -33.5% | -1.3% | -32.2% | -33.1% |
| 6M | -22.1% | +11.8% | -33.9% | -28.1% |
| YTD | -14.6% | +27.7% | -42.2% | -28.5% |
| 1Y | -8.4% | +33.5% | -41.8% | -25.8% |
| 3Y | +86.6% | +19.3% | +67.2% | +61.5% |
| 5Y | -17.2% | +3.1% | -20.3% | -22.0% |
| All | +240.7% | +139.1% | +101.5% | +127.6% |
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