-16.3%
A vs CNI
+11.3%
-27.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.6% | -0.8% |
| 7D | -4.6% | -1.1% | -3.5% | -4.0% |
| 30D | -4.3% | -3.5% | -0.7% | -2.3% |
| 3M | +8.9% | +2.2% | +6.7% | +7.6% |
| 6M | +24.5% | +15.1% | +9.4% | +14.8% |
| YTD | +5.8% | +24.7% | -18.9% | -7.3% |
| 1Y | +16.2% | +33.4% | -17.1% | -2.4% |
| 3Y | +28.5% | +19.5% | +9.0% | +12.8% |
| 5Y | -16.3% | +12.6% | -28.9% | -25.8% |
| All | -16.3% | +11.3% | -27.6% | -25.8% |
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