-97.9%
CAPR vs CNI
+696.7%
-794.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.5% | -6.5% | -6.7% |
| 7D | +5.9% | +2.5% | +3.4% | +4.7% |
| 30D | +44.6% | +6.1% | +38.5% | +40.8% |
| 3M | +126.4% | +0.1% | +126.2% | +125.7% |
| 6M | -68.6% | +14.9% | -83.5% | -70.7% |
| YTD | -67.0% | +30.9% | -97.9% | -71.4% |
| 1Y | +65.2% | +33.9% | +31.3% | +43.3% |
| 3Y | +235.6% | +20.2% | +215.4% | +203.1% |
| 5Y | +175.4% | +8.2% | +167.3% | +158.9% |
| 10Y | -65.0% | +142.2% | -207.1% | -74.9% |
| All | -97.9% | +696.7% | -794.6% | -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