+37.0%
CNI vs BWA
+17.4%
+19.6%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.5% | +4.6% | +2.4% |
| 7D | +3.7% | -9.9% | +13.6% | +4.8% |
| 30D | +8.1% | -16.4% | +24.4% | +10.1% |
| 3M | +1.9% | -19.8% | +21.7% | +4.1% |
| 6M | +19.2% | -10.0% | +29.2% | +19.0% |
| YTD | +32.7% | +12.7% | +20.0% | +22.5% |
| 1Y | +37.0% | +15.7% | +21.3% | +25.8% |
| All | +37.0% | +17.4% | +19.6% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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