+1,998.7%
CAH vs CNI
+6,494.7%
-4,496.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | -2.2% | +0.9% | -3.1% | -2.5% |
| 30D | +1.2% | -2.1% | +3.3% | +1.8% |
| 3M | +13.1% | +1.8% | +11.3% | +12.2% |
| 6M | +8.5% | +14.8% | -6.3% | +3.1% |
| YTD | +17.6% | +25.4% | -7.8% | +8.2% |
| 1Y | +60.7% | +32.9% | +27.7% | +44.6% |
| 3Y | +183.2% | +20.2% | +163.0% | +159.5% |
| 5Y | +402.2% | +12.2% | +390.0% | +364.8% |
| 10Y | +302.3% | +136.0% | +166.3% | +186.0% |
| All | +1,998.7% | +6,494.7% | -4,496.0% | +484.2% |
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