+61.0%
AA vs CNI
+29.8%
+31.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.2% |
| 7D | -0.7% | -2.1% | +1.4% | -0.3% |
| 30D | +5.0% | -3.3% | +8.3% | +5.8% |
| 3M | -35.8% | +3.8% | -39.6% | -36.6% |
| 6M | -18.4% | +12.7% | -31.1% | -21.3% |
| YTD | -5.5% | +26.3% | -31.8% | -11.1% |
| 1Y | +61.0% | +29.9% | +31.1% | +50.7% |
| All | +61.0% | +29.8% | +31.2% | +50.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling