-97.9%
CAPR vs CNI
+668.7%
-766.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | -2.0% | -2.1% | +0.1% | -1.1% |
| 30D | +139.2% | -3.3% | +142.5% | +142.2% |
| 3M | -66.4% | +3.8% | -70.2% | -67.0% |
| 6M | -63.1% | +12.7% | -75.8% | -65.5% |
| YTD | -67.4% | +26.3% | -93.7% | -71.3% |
| 1Y | +58.2% | +29.9% | +28.4% | +38.9% |
| 3Y | +42.2% | +15.9% | +26.3% | +31.1% |
| 5Y | +87.3% | +6.9% | +80.3% | +76.7% |
| 10Y | -75.3% | +126.8% | -202.0% | -81.8% |
| All | -97.9% | +668.7% | -766.6% | -98.2% |
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