-27.3%
BX vs CNI
+33.8%
-61.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.6% | +2.1% |
| 7D | -5.6% | -0.4% | -5.2% | -5.5% |
| 30D | -12.2% | -2.7% | -9.5% | -11.4% |
| 3M | +7.4% | +3.9% | +3.5% | +5.9% |
| 6M | +22.2% | +16.4% | +5.8% | +15.1% |
| YTD | -14.0% | +25.8% | -39.8% | -22.4% |
| 1Y | -27.3% | +32.4% | -59.7% | -36.0% |
| All | -27.3% | +33.8% | -61.1% | -36.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling