-40.9%
CPB vs CNI
+11.3%
-52.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.7% | -4.2% |
| 7D | -5.4% | -1.1% | -4.3% | -5.2% |
| 30D | -7.8% | -3.5% | -4.3% | -7.4% |
| 3M | -6.9% | +2.2% | -9.1% | -7.2% |
| 6M | -12.2% | +15.1% | -27.3% | -13.9% |
| YTD | -21.1% | +24.7% | -45.8% | -23.6% |
| 1Y | -33.5% | +33.4% | -66.9% | -36.3% |
| 3Y | -43.2% | +19.5% | -62.7% | -45.2% |
| 5Y | -40.9% | +12.6% | -53.4% | -43.0% |
| All | -40.9% | +11.3% | -52.2% | -43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling