+29.9%
CNI vs BTG
+38.4%
-8.5%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.2% |
| 7D | -2.1% | -0.9% | -1.2% | -2.1% |
| 30D | -3.3% | +36.8% | -40.1% | -4.6% |
| 3M | +3.8% | +23.1% | -19.3% | +2.9% |
| 6M | +12.7% | +3.5% | +9.2% | +11.9% |
| YTD | +26.3% | +25.5% | +0.8% | +25.5% |
| 1Y | +29.9% | +40.1% | -10.2% | +30.8% |
| All | +29.9% | +38.4% | -8.5% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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 · 6 months rolling