+193.1%
APD vs CNI
+140.9%
+52.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | +3.8% | +2.5% | +1.3% | +2.5% |
| 30D | +8.2% | +6.1% | +2.1% | +4.9% |
| 3M | +4.3% | +0.1% | +4.2% | +4.1% |
| 6M | +4.7% | +14.9% | -10.2% | -3.2% |
| YTD | +31.5% | +30.9% | +0.7% | +12.1% |
| 1Y | +23.5% | +33.9% | -10.4% | +3.9% |
| 3Y | +29.1% | +20.2% | +8.9% | +12.6% |
| 5Y | +15.9% | +8.2% | +7.7% | +6.2% |
| All | +193.1% | +140.9% | +52.2% | +71.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling