+750.5%
AU vs CNI
+4,596.8%
-3,846.3%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.2% |
| 7D | -4.3% | -0.4% | -3.9% | -4.1% |
| 30D | +7.3% | -2.7% | +10.0% | +8.3% |
| 3M | +26.3% | +3.9% | +22.4% | +24.6% |
| 6M | +1.8% | +16.4% | -14.6% | -3.0% |
| YTD | +26.8% | +25.8% | +1.0% | +17.9% |
| 1Y | +66.7% | +32.4% | +34.3% | +52.3% |
| 3Y | +579.1% | +19.1% | +560.0% | +535.1% |
| 5Y | +689.3% | +13.6% | +675.8% | +645.2% |
| 10Y | +686.6% | +136.8% | +549.8% | +461.5% |
| All | +750.5% | +4,596.8% | -3,846.3% | +298.2% |
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