-78.9%
CAPR vs CNI
+136.1%
-215.0%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.6% | -3.4% | -3.4% |
| 7D | -10.6% | -1.1% | -9.5% | -9.6% |
| 30D | +111.2% | -3.5% | +114.7% | +116.7% |
| 3M | -67.2% | +2.2% | -69.4% | -67.9% |
| 6M | -75.1% | +15.1% | -90.2% | -78.6% |
| YTD | -71.2% | +24.7% | -95.9% | -77.4% |
| 1Y | +31.1% | +33.4% | -2.3% | -0.8% |
| 3Y | +31.3% | +19.5% | +11.8% | +6.6% |
| 5Y | +69.4% | +12.6% | +56.8% | +37.7% |
| All | -78.9% | +136.1% | -215.0% | -91.7% |
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