+1,866.4%
APD vs CNI
+6,816.2%
-4,949.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.2% |
| 7D | +2.2% | +1.0% | +1.1% | +1.6% |
| 30D | +9.4% | +7.5% | +2.0% | +5.4% |
| 3M | +4.7% | +1.7% | +3.0% | +3.6% |
| 6M | +5.5% | +15.4% | -9.9% | -2.5% |
| YTD | +31.4% | +31.5% | -0.1% | +12.3% |
| 1Y | +24.1% | +32.8% | -8.7% | +5.4% |
| 3Y | +28.8% | +21.7% | +7.1% | +12.3% |
| 5Y | +15.8% | +8.7% | +7.1% | +6.2% |
| 10Y | +191.6% | +143.3% | +48.3% | +71.3% |
| All | +1,866.4% | +6,816.2% | -4,949.8% | +183.2% |
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 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