+2.7%
AA vs CNI
+11.3%
-8.6%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.6% | -4.2% | -4.3% |
| 7D | -5.4% | -1.1% | -4.3% | -4.4% |
| 30D | -10.7% | -3.5% | -7.2% | -7.8% |
| 3M | -26.2% | +2.2% | -28.4% | -28.4% |
| 6M | -20.9% | +15.1% | -36.0% | -32.3% |
| YTD | -8.6% | +24.7% | -33.3% | -28.8% |
| 1Y | +57.4% | +33.4% | +24.0% | +13.3% |
| 3Y | +77.8% | +19.5% | +58.3% | +43.1% |
| 5Y | +2.7% | +12.6% | -9.9% | -10.6% |
| All | +2.7% | +11.3% | -8.6% | -10.6% |
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