+247.4%
A vs CNI
+138.2%
+109.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.8% | +2.2% |
| 7D | -2.6% | -0.4% | -2.2% | -2.4% |
| 30D | -0.9% | -2.7% | +1.8% | +0.6% |
| 3M | +13.6% | +3.9% | +9.7% | +11.3% |
| 6M | +27.8% | +16.4% | +11.5% | +17.3% |
| YTD | +8.6% | +25.8% | -17.2% | -5.0% |
| 1Y | +16.9% | +32.4% | -15.5% | -0.9% |
| 3Y | +32.9% | +19.1% | +13.8% | +18.2% |
| 5Y | -14.1% | +13.6% | -27.7% | -22.4% |
| All | +247.4% | +138.2% | +109.2% | +112.2% |
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