+169.3%
APD vs CNI
+136.1%
+33.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | 0.0% | -0.3% |
| 7D | -3.5% | -1.1% | -2.4% | -2.9% |
| 30D | -5.1% | -3.5% | -1.5% | -3.4% |
| 3M | +6.9% | +2.2% | +4.6% | +5.2% |
| 6M | +8.1% | +15.1% | -7.0% | -0.6% |
| YTD | +21.2% | +24.7% | -3.4% | +6.1% |
| 1Y | +4.9% | +33.4% | -28.5% | -11.9% |
| 3Y | +6.3% | +19.5% | -13.2% | -7.4% |
| 5Y | +24.3% | +12.6% | +11.7% | +10.4% |
| All | +169.3% | +136.1% | +33.2% | +56.2% |
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