-12.6%
BURL vs CNI
+11.4%
-24.0%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.8% | -3.8% |
| 7D | -2.6% | +2.5% | -5.1% | -4.0% |
| 30D | -30.8% | -2.5% | -28.3% | -29.8% |
| 3M | -18.7% | +2.7% | -21.4% | -20.4% |
| 6M | -16.4% | +16.9% | -33.4% | -25.1% |
| YTD | -11.6% | +26.3% | -37.9% | -25.2% |
| 1Y | -12.0% | +31.1% | -43.1% | -27.6% |
| 3Y | +63.6% | +21.1% | +42.5% | +40.4% |
| 5Y | -12.6% | +11.0% | -23.6% | -21.4% |
| All | -12.6% | +11.4% | -24.0% | -21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling