+966.9%
AWK vs CNI
+556.7%
+410.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | +0.6% | +0.9% | -0.3% | +0.3% |
| 30D | +4.3% | -2.1% | +6.4% | +4.9% |
| 3M | +12.5% | +1.8% | +10.7% | +11.9% |
| 6M | +3.3% | +14.8% | -11.5% | -1.2% |
| YTD | +9.8% | +25.4% | -15.6% | +2.0% |
| 1Y | +2.9% | +32.9% | -30.0% | -6.2% |
| 3Y | +9.6% | +20.2% | -10.6% | +1.7% |
| 5Y | -16.7% | +12.2% | -28.8% | -21.7% |
| 10Y | +136.1% | +136.0% | +0.1% | +72.0% |
| All | +966.9% | +556.7% | +410.1% | +404.5% |
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