-30.4%
CPB vs CNI
+29.8%
-60.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.6% | -3.4% |
| 7D | -8.6% | -2.1% | -6.5% | -8.3% |
| 30D | -7.2% | -3.3% | -4.0% | -6.7% |
| 3M | +0.9% | +3.8% | -2.9% | +0.3% |
| 6M | -11.8% | +12.7% | -24.5% | -13.2% |
| YTD | -19.4% | +26.3% | -45.7% | -22.0% |
| 1Y | -30.4% | +29.9% | -60.3% | -33.3% |
| All | -30.4% | +29.8% | -60.2% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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