+50.6%
AA vs CNI
+33.8%
+16.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.3% |
| 7D | -3.4% | -0.4% | -3.0% | -3.3% |
| 30D | -5.8% | -2.7% | -3.1% | -5.2% |
| 3M | -29.9% | +3.9% | -33.8% | -30.7% |
| 6M | -27.0% | +16.4% | -43.4% | -29.6% |
| YTD | -8.7% | +25.8% | -34.5% | -13.1% |
| 1Y | +50.6% | +32.4% | +18.2% | +41.5% |
| All | +50.6% | +33.8% | +16.8% | +41.5% |
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