-9.6%
CCI vs CNI
+19.7%
-29.4%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +2.1% |
| 7D | -0.3% | -0.4% | +0.1% | -0.2% |
| 30D | +2.2% | -2.7% | +4.9% | +2.9% |
| 3M | -16.9% | +3.9% | -20.8% | -17.8% |
| 6M | -11.5% | +16.4% | -27.9% | -15.2% |
| YTD | -12.8% | +25.8% | -38.6% | -17.9% |
| 1Y | -17.1% | +32.4% | -49.5% | -22.9% |
| 3Y | -9.6% | +19.1% | -28.7% | -18.8% |
| All | -9.6% | +19.7% | -29.4% | -18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling