+688.6%
CAT vs CNI
+140.9%
+547.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.4% | -0.5% |
| 7D | +7.4% | +2.5% | +4.9% | +5.7% |
| 30D | -19.7% | +6.1% | -25.8% | -23.0% |
| 3M | -29.6% | +0.1% | -29.7% | -29.8% |
| 6M | -33.2% | +14.9% | -48.1% | -39.9% |
| YTD | +5.7% | +30.9% | -25.2% | -13.6% |
| 1Y | +9.3% | +33.9% | -24.6% | -12.2% |
| 3Y | +158.3% | +20.2% | +138.1% | +120.5% |
| 5Y | +211.6% | +8.2% | +203.4% | +182.1% |
| All | +688.6% | +140.9% | +547.7% | +292.2% |
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 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