-24.8%
CCL vs CNI
+29.8%
-54.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | 0.0% | 0.0% |
| 7D | -5.0% | -2.1% | -3.0% | -3.8% |
| 30D | -20.3% | -3.3% | -17.1% | -18.7% |
| 3M | -15.1% | +3.8% | -18.9% | -17.5% |
| 6M | -15.1% | +12.7% | -27.8% | -22.7% |
| YTD | -21.8% | +26.3% | -48.1% | -32.5% |
| 1Y | -24.8% | +29.9% | -54.7% | -37.2% |
| All | -24.8% | +29.8% | -54.6% | -37.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling