+251.7%
CB vs CNI
+140.9%
+110.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.5% | +1.3% |
| 7D | +2.9% | +2.5% | +0.4% | +1.8% |
| 30D | +7.3% | +6.1% | +1.2% | +4.5% |
| 3M | +9.4% | +0.1% | +9.3% | +9.1% |
| 6M | +19.6% | +14.9% | +4.7% | +12.2% |
| YTD | +21.5% | +30.9% | -9.4% | +6.7% |
| 1Y | +28.0% | +33.9% | -5.9% | +11.1% |
| 3Y | +74.9% | +20.2% | +54.7% | +56.5% |
| 5Y | +108.1% | +8.2% | +100.0% | +92.8% |
| All | +251.7% | +140.9% | +110.7% | +121.6% |
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