+12.6%
CNI vs SBAC
-45.4%
+57.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.3% | 0.0% |
| 7D | -1.1% | -5.3% | +4.2% | 0.0% |
| 30D | -3.5% | +0.4% | -3.9% | -3.6% |
| 3M | +2.2% | -11.9% | +14.1% | +4.7% |
| 6M | +15.1% | -4.5% | +19.6% | +15.3% |
| YTD | +24.7% | -4.3% | +29.0% | +24.8% |
| 1Y | +33.4% | -3.9% | +37.3% | +33.3% |
| 3Y | +19.5% | -11.0% | +30.5% | +19.1% |
| 5Y | +12.6% | -44.1% | +56.6% | +23.5% |
| All | +12.6% | -45.4% | +57.9% | +23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling