+206.5%
BURL vs CNI
+126.1%
+80.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.2% | -3.4% |
| 7D | -2.6% | +1.9% | -4.5% | -3.7% |
| 30D | -30.8% | -3.0% | -27.7% | -29.5% |
| 3M | -18.7% | +2.2% | -20.8% | -20.2% |
| 6M | -16.4% | +16.3% | -32.8% | -25.0% |
| YTD | -11.6% | +25.7% | -37.2% | -25.1% |
| 1Y | -12.0% | +30.4% | -42.4% | -27.5% |
| 3Y | +63.6% | +20.4% | +43.2% | +41.0% |
| 5Y | -12.6% | +10.4% | -23.0% | -21.3% |
| 10Y | +206.5% | +126.9% | +79.6% | +85.6% |
| All | +206.5% | +126.1% | +80.4% | +85.6% |
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