+897.6%
CCI vs CNI
+4,792.4%
-3,894.7%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.2% |
| 7D | +0.2% | +2.5% | -2.3% | -1.0% |
| 30D | +0.5% | -2.5% | +3.0% | +1.7% |
| 3M | -16.3% | +2.7% | -19.0% | -17.6% |
| 6M | -13.9% | +16.9% | -30.9% | -20.8% |
| YTD | -12.4% | +26.3% | -38.8% | -22.5% |
| 1Y | -15.2% | +31.1% | -46.3% | -26.5% |
| 3Y | -9.9% | +21.1% | -31.0% | -20.6% |
| 5Y | -50.8% | +11.0% | -61.9% | -55.5% |
| 10Y | +18.3% | +128.1% | -109.8% | -29.9% |
| All | +897.6% | +4,792.4% | -3,894.7% | +20.4% |
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