+61.6%
AG vs CNI
+138.2%
-76.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.9% | -3.8% | -3.4% |
| 7D | -6.7% | -0.4% | -6.4% | -6.6% |
| 30D | +2.2% | -2.7% | +4.9% | +3.7% |
| 3M | +15.7% | +3.9% | +11.8% | +12.9% |
| 6M | -23.8% | +16.4% | -40.1% | -30.1% |
| YTD | +17.6% | +25.8% | -8.2% | +4.0% |
| 1Y | +88.6% | +32.4% | +56.2% | +62.0% |
| 3Y | +253.4% | +19.1% | +234.4% | +221.2% |
| 5Y | +62.4% | +13.6% | +48.9% | +51.7% |
| All | +61.6% | +138.2% | -76.6% | +2.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling