+15.5%
CNI vs HRB
+114.1%
-98.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | -0.4% | -8.0% | +7.7% | +0.6% |
| 30D | -2.7% | -16.0% | +13.3% | -0.7% |
| 3M | +3.9% | +26.9% | -22.9% | +0.4% |
| 6M | +16.4% | +51.1% | -34.8% | +9.2% |
| YTD | +25.8% | +7.1% | +18.8% | +25.2% |
| 1Y | +32.4% | -9.6% | +42.0% | +35.9% |
| 3Y | +19.1% | +25.4% | -6.3% | +12.2% |
| All | +15.5% | +114.1% | -98.5% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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