+158.8%
B vs CNI
+10.3%
+148.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.9% | +1.4% |
| 7D | +1.0% | +0.9% | +0.2% | +0.7% |
| 30D | +9.5% | -2.1% | +11.6% | +10.4% |
| 3M | +14.3% | +1.8% | +12.5% | +13.4% |
| 6M | -1.9% | +14.8% | -16.7% | -6.9% |
| YTD | +4.1% | +25.4% | -21.3% | -4.2% |
| 1Y | +56.1% | +32.9% | +23.2% | +40.4% |
| 3Y | +202.0% | +20.2% | +181.8% | +179.9% |
| 5Y | +158.8% | +12.2% | +146.6% | +143.4% |
| All | +158.8% | +10.3% | +148.5% | +143.4% |
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