+29.6%
CPB vs CNI
+6,544.5%
-6,514.8%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.7% | +1.8% |
| 7D | -8.2% | +2.5% | -10.7% | -8.7% |
| 30D | -5.6% | -2.5% | -3.1% | -5.2% |
| 3M | +3.0% | +2.7% | +0.2% | +2.4% |
| 6M | -12.7% | +16.9% | -29.7% | -15.4% |
| YTD | -18.0% | +26.3% | -44.3% | -21.8% |
| 1Y | -31.7% | +31.1% | -62.8% | -35.4% |
| 3Y | -41.0% | +21.1% | -62.0% | -43.7% |
| 5Y | -38.4% | +11.0% | -49.4% | -40.9% |
| 10Y | -45.0% | +128.1% | -173.1% | -55.7% |
| All | +29.6% | +6,544.5% | -6,514.8% | -50.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling