+5,307.1%
AGI vs CNI
+2,206.5%
+3,100.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.4% |
| 7D | -2.7% | -0.4% | -2.4% | -2.6% |
| 30D | +7.2% | -2.7% | +9.9% | +8.3% |
| 3M | +4.3% | +3.9% | +0.3% | +2.8% |
| 6M | -27.1% | +16.4% | -43.4% | -30.9% |
| YTD | -6.6% | +25.8% | -32.4% | -13.7% |
| 1Y | +9.5% | +32.4% | -22.9% | -0.6% |
| 3Y | +208.4% | +19.1% | +189.4% | +186.4% |
| 5Y | +401.6% | +13.6% | +388.1% | +369.8% |
| 10Y | +387.3% | +136.8% | +250.6% | +233.5% |
| All | +5,307.1% | +2,206.5% | +3,100.7% | +1,109.5% |
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