+2,003.2%
CCJ vs CNI
+6,544.5%
-4,541.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +5.9% | +2.5% | +3.4% | +4.4% |
| 30D | +4.7% | -2.5% | +7.2% | +6.4% |
| 3M | -3.3% | +2.7% | -6.0% | -5.3% |
| 6M | -7.0% | +16.9% | -24.0% | -16.1% |
| YTD | +11.5% | +26.3% | -14.9% | -4.2% |
| 1Y | +32.3% | +31.1% | +1.2% | +10.9% |
| 3Y | +176.8% | +21.1% | +155.8% | +141.0% |
| 5Y | +351.8% | +11.0% | +340.8% | +313.7% |
| 10Y | +1,080.5% | +128.1% | +952.4% | +584.5% |
| All | +2,003.2% | +6,544.5% | -4,541.3% | +218.4% |
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