+303.2%
CCJ vs CNI
+11.6%
+291.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.6% |
| 7D | -3.2% | -1.1% | -2.1% | -2.5% |
| 30D | -1.3% | -3.5% | +2.2% | +1.1% |
| 3M | +2.5% | +2.2% | +0.3% | +0.4% |
| 6M | -18.9% | +15.1% | -34.0% | -27.0% |
| YTD | +6.5% | +24.7% | -18.2% | -9.4% |
| 1Y | +22.8% | +33.4% | -10.5% | -0.5% |
| 3Y | +164.5% | +19.5% | +145.0% | +126.2% |
| All | +303.2% | +11.6% | +291.6% | +252.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling