+12.6%
CNI vs BWA
+86.5%
-74.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.2% | -0.7% |
| 7D | -1.1% | -0.1% | -1.0% | -1.1% |
| 30D | -3.5% | -5.5% | +1.9% | -2.3% |
| 3M | +2.2% | -7.6% | +9.8% | +3.8% |
| 6M | +15.1% | +25.0% | -9.9% | +7.7% |
| YTD | +24.7% | +47.0% | -22.3% | +10.4% |
| 1Y | +33.4% | +54.0% | -20.6% | +16.2% |
| 3Y | +19.5% | +70.7% | -51.2% | -1.4% |
| 5Y | +12.6% | +86.7% | -74.1% | -13.4% |
| All | +12.6% | +86.5% | -74.0% | -13.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling