+68.7%
CB vs CNI
+20.2%
+48.5%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.5% | -1.5% |
| 7D | -0.6% | +2.5% | -3.1% | -1.2% |
| 30D | -3.9% | -2.5% | -1.4% | -3.4% |
| 3M | +4.9% | +2.7% | +2.2% | +4.3% |
| 6M | +3.3% | +16.9% | -13.7% | -0.4% |
| YTD | +8.5% | +26.3% | -17.8% | +2.7% |
| 1Y | +22.1% | +31.1% | -9.0% | +14.4% |
| All | +68.7% | +20.2% | +48.5% | +61.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling