+132.0%
C vs CNI
+10.3%
+121.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.2% |
| 7D | +2.6% | +0.9% | +1.7% | +2.1% |
| 30D | +1.9% | -2.1% | +4.0% | +2.9% |
| 3M | +2.8% | +1.8% | +1.0% | +1.4% |
| 6M | +30.6% | +14.8% | +15.7% | +20.1% |
| YTD | +19.9% | +25.4% | -5.5% | +4.4% |
| 1Y | +44.6% | +32.9% | +11.6% | +21.6% |
| 3Y | +272.1% | +20.2% | +252.0% | +226.7% |
| 5Y | +132.0% | +12.2% | +119.8% | +107.3% |
| All | +132.0% | +10.3% | +121.7% | +107.3% |
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 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