+912.2%
BX vs CNI
+562.6%
+349.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.7% | -2.9% | -3.0% |
| 7D | -5.7% | +0.9% | -6.5% | -6.4% |
| 30D | -8.9% | -2.1% | -6.8% | -7.1% |
| 3M | +8.4% | +1.8% | +6.6% | +6.2% |
| 6M | +18.9% | +14.8% | +4.1% | +3.5% |
| YTD | -13.6% | +25.4% | -39.0% | -31.1% |
| 1Y | -22.4% | +32.9% | -55.4% | -41.5% |
| 3Y | +26.0% | +20.2% | +5.8% | +2.2% |
| 5Y | +18.8% | +12.2% | +6.6% | +3.1% |
| 10Y | +668.7% | +136.0% | +532.7% | +209.3% |
| All | +912.2% | +562.6% | +349.6% | +14.5% |
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