+1,664.4%
ALL vs CNI
+6,783.7%
-5,119.3%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.8% | +0.6% |
| 7D | +5.0% | +2.5% | +2.5% | +3.8% |
| 30D | +13.3% | +6.1% | +7.2% | +10.2% |
| 3M | +3.2% | +0.1% | +3.0% | +2.9% |
| 6M | +25.3% | +14.9% | +10.4% | +16.9% |
| YTD | +30.5% | +30.9% | -0.4% | +13.6% |
| 1Y | +29.2% | +33.9% | -4.7% | +11.1% |
| 3Y | +119.1% | +20.2% | +98.9% | +94.3% |
| 5Y | +162.6% | +8.2% | +154.4% | +141.4% |
| 10Y | +378.8% | +142.2% | +236.6% | +186.6% |
| All | +1,664.4% | +6,783.7% | -5,119.3% | +159.6% |
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