+32.4%
CNI vs BWA
+55.6%
-23.2%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.7% |
| 7D | -0.4% | -1.3% | +0.9% | -0.2% |
| 30D | -2.7% | -2.9% | +0.2% | -2.4% |
| 3M | +3.9% | -10.7% | +14.6% | +5.3% |
| 6M | +16.4% | +26.5% | -10.1% | +12.2% |
| YTD | +25.8% | +49.1% | -23.3% | +15.9% |
| 1Y | +32.4% | +52.1% | -19.7% | +21.8% |
| All | +32.4% | +55.6% | -23.2% | +21.8% |
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