+201.4%
B vs CNI
+138.2%
+63.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.3% |
| 7D | -2.4% | -0.4% | -2.0% | -2.3% |
| 30D | +6.3% | -2.7% | +9.0% | +7.2% |
| 3M | +12.1% | +3.9% | +8.2% | +10.9% |
| 6M | -3.1% | +16.4% | -19.5% | -7.1% |
| YTD | +2.0% | +25.8% | -23.8% | -4.2% |
| 1Y | +51.7% | +32.4% | +19.3% | +40.5% |
| 3Y | +190.5% | +19.1% | +171.4% | +175.5% |
| 5Y | +158.0% | +13.6% | +144.4% | +146.2% |
| All | +201.4% | +138.2% | +63.2% | +115.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling