+6,430.4%
CNI vs HRB
+1,499.2%
+4,931.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.4% |
| 7D | +0.9% | -10.6% | +11.5% | +3.3% |
| 30D | -2.1% | -0.8% | -1.3% | -2.4% |
| 3M | +1.8% | +19.1% | -17.2% | -2.9% |
| 6M | +14.8% | +48.7% | -33.9% | +2.9% |
| YTD | +25.4% | +7.1% | +18.3% | +20.5% |
| 1Y | +32.9% | -8.3% | +41.3% | +32.3% |
| 3Y | +20.2% | +25.8% | -5.7% | +9.0% |
| 5Y | +12.2% | +111.1% | -98.9% | -12.1% |
| 10Y | +136.0% | +206.6% | -70.6% | +56.4% |
| All | +6,430.4% | +1,499.2% | +4,931.3% | +2,592.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling