+132.6%
AR vs CNI
+12.6%
+120.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.3% |
| 7D | -2.5% | -0.4% | -2.1% | -2.3% |
| 30D | +2.5% | -2.7% | +5.2% | +3.8% |
| 3M | +12.3% | +3.9% | +8.4% | +9.5% |
| 6M | -3.1% | +16.4% | -19.5% | -12.4% |
| YTD | +11.5% | +25.8% | -14.3% | -4.6% |
| 1Y | +17.0% | +32.4% | -15.4% | -3.3% |
| 3Y | +47.3% | +19.1% | +28.2% | +25.7% |
| All | +132.6% | +12.6% | +120.0% | +96.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling