+391.7%
APP vs CNI
+16.4%
+375.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.1% | +2.1% |
| 7D | +0.9% | -2.1% | +3.0% | +2.0% |
| 30D | -23.3% | -3.3% | -20.0% | -21.8% |
| 3M | -42.6% | +3.8% | -46.4% | -44.2% |
| 6M | -33.6% | +12.7% | -46.3% | -38.8% |
| YTD | -52.4% | +26.3% | -78.7% | -59.4% |
| 1Y | -35.9% | +29.9% | -65.8% | -46.5% |
| 3Y | +642.2% | +15.9% | +626.3% | +553.6% |
| 5Y | +311.1% | +6.9% | +304.1% | +279.9% |
| All | +391.7% | +16.4% | +375.3% | +359.1% |
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