+8,536.3%
CAT vs CNI
+6,541.6%
+1,994.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.6% | +1.6% |
| 7D | +1.7% | -2.1% | +3.8% | +3.0% |
| 30D | -6.6% | -3.3% | -3.3% | -4.7% |
| 3M | -13.3% | +3.8% | -17.1% | -15.6% |
| 6M | +11.6% | +12.7% | -1.0% | +3.4% |
| YTD | +42.9% | +26.3% | +16.7% | +23.4% |
| 1Y | +95.4% | +29.9% | +65.5% | +65.0% |
| 3Y | +196.6% | +15.9% | +180.6% | +166.3% |
| 5Y | +321.7% | +6.9% | +314.7% | +292.4% |
| 10Y | +1,140.8% | +126.8% | +1,014.0% | +638.4% |
| All | +8,536.3% | +6,541.6% | +1,994.7% | +1,113.1% |
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