+116.1%
ALL vs CNI
+10.3%
+105.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.8% | +0.3% |
| 7D | -2.2% | +0.9% | -3.1% | -2.5% |
| 30D | -5.6% | -2.1% | -3.5% | -5.0% |
| 3M | +17.2% | +1.8% | +15.4% | +16.4% |
| 6M | +23.2% | +14.8% | +8.4% | +17.6% |
| YTD | +23.6% | +25.4% | -1.8% | +14.2% |
| 1Y | +29.2% | +32.9% | -3.8% | +16.8% |
| 3Y | +153.8% | +20.2% | +133.7% | +132.4% |
| 5Y | +116.1% | +12.2% | +103.9% | +102.8% |
| All | +116.1% | +10.3% | +105.8% | +102.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling