+19.1%
CNI vs BG
+18.0%
+1.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.2% |
| 7D | -0.4% | +3.1% | -3.5% | -0.8% |
| 30D | -2.7% | +10.2% | -12.9% | -4.2% |
| 3M | +3.9% | -1.7% | +5.6% | +4.0% |
| 6M | +16.4% | +1.0% | +15.4% | +15.6% |
| YTD | +25.8% | +39.9% | -14.1% | +17.4% |
| 1Y | +32.4% | +53.2% | -20.8% | +21.2% |
| 3Y | +19.1% | +16.3% | +2.8% | +13.3% |
| All | +19.1% | +18.0% | +1.1% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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