+72.5%
CAPR vs CNI
+10.3%
+62.1%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.7% | -3.9% | -3.9% |
| 7D | -12.6% | +0.9% | -13.5% | -13.4% |
| 30D | +124.4% | -2.1% | +126.5% | +126.8% |
| 3M | -66.8% | +1.8% | -68.6% | -67.3% |
| 6M | -71.8% | +14.8% | -86.6% | -75.7% |
| YTD | -70.1% | +25.4% | -95.4% | -76.6% |
| 1Y | +33.3% | +32.9% | +0.4% | +1.5% |
| 3Y | +36.7% | +20.2% | +16.5% | +9.0% |
| 5Y | +72.5% | +12.2% | +60.3% | +36.3% |
| All | +72.5% | +10.3% | +62.1% | +36.3% |
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