+100.8%
B vs CNI
+6,783.7%
-6,682.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | -7.3% | +2.5% | -9.8% | -7.9% |
| 30D | -3.3% | +6.1% | -9.5% | -4.8% |
| 3M | -7.8% | +0.1% | -7.9% | -7.7% |
| 6M | -15.5% | +14.9% | -30.5% | -18.6% |
| YTD | -12.3% | +30.9% | -43.1% | -18.3% |
| 1Y | +5.4% | +33.9% | -28.5% | -2.5% |
| 3Y | +165.5% | +20.2% | +145.3% | +151.0% |
| 5Y | +107.0% | +8.2% | +98.8% | +99.7% |
| 10Y | +210.6% | +142.2% | +68.4% | +136.5% |
| All | +100.8% | +6,783.7% | -6,682.9% | -7.3% |
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