+39.6%
CAPR vs CNI
+20.2%
+19.4%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.7% | -3.7% |
| 7D | -9.5% | +2.5% | -12.0% | -12.4% |
| 30D | +121.5% | -2.5% | +124.0% | +126.0% |
| 3M | -65.4% | +2.7% | -68.1% | -66.6% |
| 6M | -67.5% | +16.9% | -84.5% | -74.7% |
| YTD | -68.6% | +26.3% | -94.9% | -78.9% |
| 1Y | +42.7% | +31.1% | +11.6% | -6.1% |
| All | +39.6% | +20.2% | +19.4% | -14.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling