+98.9%
CB vs CNI
+11.1%
+87.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.5% | -1.5% |
| 7D | -0.6% | +2.5% | -3.1% | -1.4% |
| 30D | -3.9% | -2.5% | -1.4% | -3.2% |
| 3M | +4.9% | +2.7% | +2.2% | +4.0% |
| 6M | +3.3% | +16.9% | -13.7% | -2.0% |
| YTD | +8.5% | +26.3% | -17.8% | +0.2% |
| 1Y | +22.1% | +31.1% | -9.0% | +11.1% |
| 3Y | +70.1% | +21.1% | +49.0% | +56.5% |
| All | +98.9% | +11.1% | +87.7% | +85.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling