+207.2%
C vs CNI
+142.1%
+65.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +4.7% | +1.0% | +3.7% | +3.9% |
| 30D | +0.2% | +7.5% | -7.3% | -5.0% |
| 3M | -9.3% | +1.7% | -11.0% | -10.7% |
| 6M | -0.8% | +15.4% | -16.3% | -11.6% |
| YTD | +8.5% | +31.5% | -23.0% | -13.7% |
| 1Y | +23.1% | +32.8% | -9.7% | -2.9% |
| 3Y | +220.8% | +21.7% | +199.1% | +164.7% |
| 5Y | +112.4% | +8.7% | +103.7% | +87.2% |
| All | +207.2% | +142.1% | +65.1% | +37.5% |
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 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