+960.9%
BURL vs CNI
+204.6%
+756.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.5% | +2.5% |
| 7D | -2.8% | -2.1% | -0.7% | -1.7% |
| 30D | -28.2% | -3.3% | -24.9% | -26.8% |
| 3M | -17.6% | +3.8% | -21.4% | -19.8% |
| 6M | -11.8% | +12.7% | -24.4% | -18.5% |
| YTD | -8.1% | +26.3% | -34.4% | -21.2% |
| 1Y | -12.0% | +29.9% | -41.8% | -25.9% |
| 3Y | +63.3% | +15.9% | +47.4% | +46.3% |
| 5Y | -10.8% | +6.9% | -17.8% | -17.1% |
| 10Y | +215.9% | +126.8% | +89.1% | +99.7% |
| All | +960.9% | +204.6% | +756.3% | +535.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling