+358.9%
CBOE vs CNI
+138.2%
+220.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.5% |
| 7D | -5.8% | -0.4% | -5.4% | -5.7% |
| 30D | -3.1% | -2.7% | -0.4% | -2.5% |
| 3M | -4.8% | +3.9% | -8.7% | -5.8% |
| 6M | -0.6% | +16.4% | -16.9% | -5.1% |
| YTD | +12.8% | +25.8% | -13.0% | +5.1% |
| 1Y | +19.8% | +32.4% | -12.6% | +9.8% |
| 3Y | +86.9% | +19.1% | +67.9% | +72.8% |
| 5Y | +136.5% | +13.6% | +123.0% | +118.8% |
| All | +358.9% | +138.2% | +220.6% | +218.9% |
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