+37.0%
CNI vs IBN
+4.2%
+32.8%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.8% | -1.6% | +1.3% |
| 7D | +3.7% | +8.9% | -5.2% | +1.9% |
| 30D | +8.1% | +12.6% | -4.6% | +5.4% |
| 3M | +1.9% | +3.1% | -1.2% | +1.2% |
| 6M | +19.2% | +20.6% | -1.4% | +13.7% |
| YTD | +32.7% | +5.8% | +26.9% | +30.6% |
| 1Y | +37.0% | +3.7% | +33.3% | +36.1% |
| All | +37.0% | +4.2% | +32.8% | +36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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