+3,068.8%
CB vs CNI
+6,541.6%
-3,472.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -2.0% |
| 7D | +0.5% | -2.1% | +2.6% | +1.4% |
| 30D | -3.1% | -3.3% | +0.2% | -1.7% |
| 3M | +9.0% | +3.8% | +5.2% | +7.0% |
| 6M | +2.9% | +12.7% | -9.8% | -3.1% |
| YTD | +10.1% | +26.3% | -16.2% | -1.7% |
| 1Y | +22.8% | +29.9% | -7.1% | +8.0% |
| 3Y | +73.8% | +15.9% | +57.9% | +57.9% |
| 5Y | +99.2% | +6.9% | +92.2% | +84.7% |
| 10Y | +218.2% | +126.8% | +91.4% | +104.3% |
| All | +3,068.8% | +6,541.6% | -3,472.7% | +428.6% |
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 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