-70.5%
CBRS vs CNI
+15.8%
-86.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +2.1% | -8.2% | -5.0% |
| 7D | -18.4% | +3.7% | -22.1% | -16.6% |
| 30D | -49.4% | +8.1% | -57.5% | -47.3% |
| 3M | -59.6% | +1.9% | -61.4% | -59.2% |
| All | -70.5% | +15.8% | -86.3% | -72.8% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling