+120.4%
AS vs CNI
+4.3%
+116.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.2% | +3.4% | +3.5% |
| 7D | -4.9% | -2.1% | -2.8% | -3.6% |
| 30D | -19.6% | -3.3% | -16.3% | -17.8% |
| 3M | -14.4% | +3.8% | -18.2% | -17.0% |
| 6M | -20.1% | +12.7% | -32.8% | -27.3% |
| YTD | -20.9% | +26.3% | -47.2% | -34.0% |
| 1Y | -21.9% | +29.9% | -51.8% | -36.4% |
| All | +120.4% | +4.3% | +116.0% | +101.8% |
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 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