+1,611.2%
ALL vs CNI
+6,541.6%
-4,930.4%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | 0.0% | -2.1% | +2.1% | +1.0% |
| 30D | -1.5% | -3.3% | +1.8% | -0.1% |
| 3M | +23.6% | +3.8% | +19.8% | +21.2% |
| 6M | +22.3% | +12.7% | +9.7% | +14.9% |
| YTD | +26.5% | +26.3% | +0.2% | +12.1% |
| 1Y | +27.0% | +29.9% | -2.9% | +10.7% |
| 3Y | +149.6% | +15.9% | +133.6% | +124.9% |
| 5Y | +118.1% | +6.9% | +111.1% | +101.1% |
| 10Y | +369.0% | +126.8% | +242.2% | +189.4% |
| All | +1,611.2% | +6,541.6% | -4,930.4% | +156.3% |
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