+20.2%
CNI vs SBAC
-6.5%
+26.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.7% |
| 7D | +2.5% | +0.6% | +1.9% | +2.4% |
| 30D | +6.1% | +5.5% | +0.6% | +5.3% |
| 3M | +0.1% | +3.1% | -2.9% | -0.4% |
| 6M | +14.9% | -7.0% | +21.9% | +15.8% |
| YTD | +30.9% | +0.5% | +30.4% | +30.2% |
| 1Y | +33.9% | +0.2% | +33.7% | +33.3% |
| 3Y | +20.2% | -7.4% | +27.6% | +20.1% |
| All | +20.2% | -6.5% | +26.7% | +20.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling