+140.3%
CNI vs BUD
-2.1%
+142.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.8% |
| 7D | +2.5% | +1.0% | +1.5% | +2.2% |
| 30D | +6.1% | +6.7% | -0.6% | +3.8% |
| 3M | +0.1% | +5.7% | -5.6% | -1.9% |
| 6M | +14.9% | +5.8% | +9.1% | +12.3% |
| YTD | +30.9% | +34.4% | -3.5% | +18.0% |
| 1Y | +33.9% | +33.3% | +0.6% | +20.9% |
| 3Y | +20.2% | +48.8% | -28.6% | +3.0% |
| 5Y | +8.2% | +52.5% | -44.4% | -9.6% |
| All | +140.3% | -2.1% | +142.4% | +103.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling