+3,208.4%
ADP vs CNI
+6,783.7%
-3,575.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.1% | +0.8% |
| 7D | +2.2% | +2.5% | -0.3% | +1.2% |
| 30D | +10.6% | +6.1% | +4.4% | +8.0% |
| 3M | +12.9% | +0.1% | +12.8% | +12.7% |
| 6M | +50.6% | +14.9% | +35.7% | +42.4% |
| YTD | +23.2% | +30.9% | -7.7% | +9.5% |
| 1Y | +25.3% | +33.9% | -8.7% | +10.3% |
| 3Y | +47.1% | +20.2% | +26.9% | +33.3% |
| 5Y | +50.1% | +8.2% | +41.9% | +41.0% |
| 10Y | +323.6% | +142.2% | +181.5% | +191.7% |
| All | +3,208.4% | +6,783.7% | -3,575.3% | +688.9% |
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