+101.0%
AA vs CNI
+6,544.5%
-6,443.4%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | +1.7% | +2.5% | -0.8% | -0.3% |
| 30D | +3.3% | -2.5% | +5.8% | +5.2% |
| 3M | -29.4% | +2.7% | -32.1% | -31.3% |
| 6M | -12.8% | +16.9% | -29.8% | -24.1% |
| YTD | -2.1% | +26.3% | -28.5% | -20.6% |
| 1Y | +62.8% | +31.1% | +31.7% | +27.7% |
| 3Y | +90.5% | +21.1% | +69.4% | +61.0% |
| 5Y | +19.1% | +11.0% | +8.0% | +9.8% |
| 10Y | +124.8% | +128.1% | -3.4% | +25.7% |
| All | +101.0% | +6,544.5% | -6,443.4% | -77.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling