+3,359.1%
CB vs CNI
+6,816.2%
-3,457.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | 0.0% | +1.0% | -1.0% | -0.4% |
| 30D | +7.4% | +7.5% | -0.1% | +4.0% |
| 3M | +8.6% | +1.7% | +6.9% | +7.6% |
| 6M | +16.1% | +15.4% | +0.7% | +8.6% |
| YTD | +20.2% | +31.5% | -11.3% | +5.3% |
| 1Y | +27.2% | +32.8% | -5.6% | +10.8% |
| 3Y | +72.7% | +21.7% | +51.0% | +53.6% |
| 5Y | +105.9% | +8.7% | +97.2% | +89.9% |
| 10Y | +248.1% | +143.3% | +104.8% | +116.9% |
| All | +3,359.1% | +6,816.2% | -3,457.0% | +466.1% |
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 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