-42.6%
CCL vs CNI
+138.2%
-180.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.4% |
| 7D | -3.2% | -0.4% | -2.9% | -2.9% |
| 30D | -17.8% | -2.7% | -15.1% | -15.7% |
| 3M | -18.7% | +3.9% | -22.6% | -22.1% |
| 6M | -11.4% | +16.4% | -27.8% | -23.8% |
| YTD | -24.3% | +25.8% | -50.1% | -39.9% |
| 1Y | -28.8% | +32.4% | -61.2% | -46.5% |
| 3Y | +49.3% | +19.1% | +30.2% | +21.4% |
| 5Y | +1.6% | +13.6% | -12.0% | -13.2% |
| All | -42.6% | +138.2% | -180.9% | -69.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling