-46.7%
CPB vs CNI
+138.2%
-184.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.2% |
| 7D | -1.8% | -0.4% | -1.4% | -1.7% |
| 30D | -7.1% | -2.7% | -4.4% | -6.8% |
| 3M | -6.0% | +3.9% | -10.0% | -6.5% |
| 6M | -5.3% | +16.4% | -21.6% | -7.2% |
| YTD | -20.8% | +25.8% | -46.6% | -23.4% |
| 1Y | -33.8% | +32.4% | -66.2% | -36.4% |
| 3Y | -43.7% | +19.1% | -62.8% | -45.5% |
| 5Y | -40.7% | +13.6% | -54.3% | -42.6% |
| All | -46.7% | +138.2% | -184.9% | -56.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling