-43.5%
CAG vs CNI
+12.6%
-56.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.9% |
| 7D | -5.7% | -0.4% | -5.3% | -5.6% |
| 30D | -2.4% | -2.7% | +0.3% | -1.9% |
| 3M | +9.8% | +3.9% | +5.9% | +8.8% |
| 6M | -10.8% | +16.4% | -27.2% | -13.8% |
| YTD | -10.8% | +25.8% | -36.6% | -15.3% |
| 1Y | -19.0% | +32.4% | -51.3% | -23.9% |
| 3Y | -39.7% | +19.1% | -58.8% | -42.8% |
| All | -43.5% | +12.6% | -56.1% | -46.5% |
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 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