+47.2%
CAPR vs CNI
+37.5%
+9.6%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.1% | +6.1% | +3.2% |
| 7D | +43.2% | +3.7% | +39.4% | +31.9% |
| 30D | +14.7% | +8.1% | +6.6% | -5.2% |
| 3M | +113.9% | +1.9% | +112.0% | +99.1% |
| 6M | -73.4% | +19.2% | -92.6% | -85.1% |
| YTD | -69.1% | +32.7% | -101.8% | -96.6% |
| 1Y | +47.2% | +37.0% | +10.2% | -97.0% |
| All | +47.2% | +37.5% | +9.6% | -97.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling