+255.1%
BURL vs CNI
+145.2%
+109.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.5% | +1.7% | +2.6% |
| 7D | +7.7% | +0.3% | +7.4% | +7.6% |
| 30D | -7.1% | +8.0% | -15.1% | -11.5% |
| 3M | -30.3% | +1.0% | -31.3% | -30.9% |
| 6M | -15.5% | +15.2% | -30.7% | -23.5% |
| YTD | -11.0% | +30.9% | -41.9% | -26.6% |
| 1Y | -8.4% | +36.2% | -44.6% | -26.7% |
| 3Y | +96.7% | +22.6% | +74.1% | +67.4% |
| 5Y | -14.1% | +6.4% | -20.5% | -20.6% |
| 10Y | +255.1% | +142.0% | +113.1% | +138.2% |
| All | +255.1% | +145.2% | +109.9% | +138.2% |
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