-25.5%
AR vs CNI
+207.7%
-233.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.5% | +0.4% |
| 7D | +7.4% | +2.5% | +4.9% | +5.7% |
| 30D | +5.8% | +6.1% | -0.4% | +1.7% |
| 3M | +5.2% | +0.1% | +5.1% | +4.7% |
| 6M | +5.4% | +14.9% | -9.5% | -4.2% |
| YTD | +12.4% | +30.9% | -18.5% | -8.0% |
| 1Y | +12.8% | +33.9% | -21.1% | -9.1% |
| 3Y | +47.2% | +20.2% | +27.0% | +24.4% |
| 5Y | +101.1% | +8.2% | +93.0% | +82.5% |
| 10Y | +57.6% | +142.2% | -84.6% | -16.7% |
| All | -25.5% | +207.7% | -233.2% | -59.4% |
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