+3,854.7%
CNI vs SBAC
+2,222.3%
+1,632.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.4% |
| 3M | +0.1% | +3.1% | -2.9% | -0.4% |
| 6M | +14.9% | -7.0% | +21.9% | +15.6% |
| YTD | +30.9% | +0.5% | +30.4% | +30.0% |
| 1Y | +33.9% | +0.2% | +33.7% | +33.0% |
| 3Y | +20.2% | -7.4% | +27.6% | +19.7% |
| 5Y | +8.2% | -39.7% | +47.9% | +12.7% |
| 10Y | +142.2% | +112.5% | +29.6% | +117.3% |
| All | +3,854.7% | +2,222.3% | +1,632.4% | +2,709.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling