+6,476.9%
CNI vs BWA
+2,049.8%
+4,427.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.6% | -0.7% |
| 7D | -2.1% | +5.7% | -7.8% | -3.8% |
| 30D | -3.3% | +1.4% | -4.7% | -3.9% |
| 3M | +3.8% | -12.1% | +15.9% | +7.4% |
| 6M | +12.7% | +28.6% | -15.9% | +2.5% |
| YTD | +26.3% | +51.1% | -24.8% | +7.6% |
| 1Y | +29.9% | +55.9% | -26.0% | +9.2% |
| 3Y | +15.9% | +70.1% | -54.2% | -7.8% |
| 5Y | +6.9% | +90.7% | -83.7% | -20.5% |
| 10Y | +126.8% | +154.0% | -27.2% | +40.9% |
| All | +6,476.9% | +2,049.8% | +4,427.1% | +1,702.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling