+678.6%
AU vs CNI
+12.6%
+666.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.1% |
| 7D | -4.3% | -0.4% | -3.9% | -4.1% |
| 30D | +7.3% | -2.7% | +10.0% | +8.6% |
| 3M | +26.3% | +3.9% | +22.4% | +23.9% |
| 6M | +1.8% | +16.4% | -14.6% | -4.9% |
| YTD | +26.8% | +25.8% | +1.0% | +14.9% |
| 1Y | +66.7% | +32.4% | +34.3% | +47.7% |
| 3Y | +579.1% | +19.1% | +560.0% | +516.7% |
| All | +678.6% | +12.6% | +666.0% | +616.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling