+0.4%
CCL vs CNI
+11.3%
-10.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.5% | -0.5% |
| 7D | -4.3% | -1.1% | -3.2% | -3.4% |
| 30D | -19.0% | -3.5% | -15.4% | -16.5% |
| 3M | -13.1% | +2.2% | -15.3% | -15.3% |
| 6M | -13.3% | +15.1% | -28.4% | -23.9% |
| YTD | -25.2% | +24.7% | -49.9% | -39.1% |
| 1Y | -27.2% | +33.4% | -60.6% | -44.5% |
| 3Y | +49.2% | +19.5% | +29.7% | +21.4% |
| 5Y | +0.4% | +12.6% | -12.2% | -10.8% |
| All | +0.4% | +11.3% | -10.9% | -10.8% |
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