+134.3%
CNI vs SBAC
+87.1%
+47.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | +0.3% |
| 7D | -0.4% | -2.1% | +1.7% | +0.1% |
| 30D | -2.7% | +2.0% | -4.7% | -3.2% |
| 3M | +3.9% | -8.3% | +12.2% | +5.9% |
| 6M | +16.4% | +0.3% | +16.0% | +15.0% |
| YTD | +25.8% | -2.2% | +28.0% | +25.1% |
| 1Y | +32.4% | -4.6% | +37.0% | +32.4% |
| 3Y | +19.1% | -8.3% | +27.4% | +17.7% |
| 5Y | +13.6% | -42.8% | +56.4% | +26.7% |
| All | +134.3% | +87.1% | +47.2% | +101.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 10y: compounded portfolio wealth divided by compounded SBAC 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…
10y analysis · Full analysis span regression · 6 months rolling