+131.9%
AS vs CNI
+8.5%
+123.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.1% | -2.8% |
| 7D | -3.0% | -1.1% | -1.9% | -2.3% |
| 30D | +9.6% | +7.6% | +1.9% | +4.4% |
| 3M | -8.2% | +1.6% | -9.7% | -9.1% |
| 6M | -9.9% | +16.6% | -26.5% | -19.6% |
| YTD | -16.8% | +31.3% | -48.1% | -32.3% |
| 1Y | +3.0% | +35.2% | -32.2% | -18.4% |
| All | +131.9% | +8.5% | +123.5% | +106.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling