+451.1%
AG vs CNI
+642.8%
-191.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.5% |
| 7D | -0.1% | +0.9% | -1.0% | -0.6% |
| 30D | +12.5% | -2.1% | +14.6% | +14.0% |
| 3M | +28.2% | +1.8% | +26.3% | +26.2% |
| 6M | -18.8% | +14.8% | -33.6% | -25.9% |
| YTD | +27.4% | +25.4% | +2.0% | +10.7% |
| 1Y | +132.2% | +32.9% | +99.3% | +94.2% |
| 3Y | +286.9% | +20.2% | +266.7% | +242.2% |
| 5Y | +72.8% | +12.2% | +60.6% | +59.4% |
| 10Y | +74.6% | +136.0% | -61.4% | -6.8% |
| All | +451.1% | +642.8% | -191.7% | +5.9% |
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