+123.4%
AS vs CNI
+8.1%
+115.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.4% | -0.5% |
| 7D | -4.9% | +2.5% | -7.4% | -6.4% |
| 30D | +3.9% | +6.1% | -2.2% | -0.1% |
| 3M | -9.6% | +0.1% | -9.7% | -9.7% |
| 6M | -8.7% | +14.9% | -23.6% | -17.6% |
| YTD | -19.8% | +30.9% | -50.7% | -34.7% |
| 1Y | -1.5% | +33.9% | -35.5% | -21.4% |
| All | +123.4% | +8.1% | +115.3% | +99.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling