+37.0%
CNI vs BUD
+38.4%
-1.4%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.1% | -1.0% | +1.1% |
| 7D | +3.7% | +3.3% | +0.4% | +2.6% |
| 30D | +8.1% | +11.8% | -3.7% | +4.4% |
| 3M | +1.9% | -1.1% | +2.9% | +2.0% |
| 6M | +19.2% | +14.9% | +4.3% | +12.6% |
| YTD | +32.7% | +32.6% | +0.1% | +19.8% |
| 1Y | +37.0% | +37.2% | -0.2% | +22.7% |
| All | +37.0% | +38.4% | -1.4% | +22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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