-24.2%
AR vs CNI
+196.8%
-221.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | +2.5% | -2.1% | +4.6% | +3.7% |
| 30D | +14.8% | -3.3% | +18.1% | +16.9% |
| 3M | +6.2% | +3.8% | +2.4% | +3.2% |
| 6M | +4.3% | +12.7% | -8.4% | -5.0% |
| YTD | +14.4% | +26.3% | -11.9% | -4.0% |
| 1Y | +21.3% | +29.9% | -8.6% | -0.3% |
| 3Y | +39.8% | +15.9% | +23.9% | +20.8% |
| 5Y | +142.1% | +6.9% | +135.1% | +121.1% |
| 10Y | +52.0% | +126.8% | -74.7% | -16.4% |
| All | -24.2% | +196.8% | -221.1% | -57.7% |
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