+155.2%
CCL vs CNI
+6,544.5%
-6,389.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.4% | -1.3% |
| 7D | -0.1% | +2.5% | -2.6% | -1.7% |
| 30D | -20.0% | -2.5% | -17.5% | -18.6% |
| 3M | -13.7% | +2.7% | -16.4% | -15.5% |
| 6M | -9.0% | +16.9% | -26.0% | -18.0% |
| YTD | -22.8% | +26.3% | -49.1% | -34.1% |
| 1Y | -25.3% | +31.1% | -56.4% | -37.9% |
| 3Y | +54.1% | +21.1% | +33.0% | +34.4% |
| 5Y | +3.5% | +11.0% | -7.5% | -3.1% |
| 10Y | -41.0% | +128.1% | -169.2% | -62.4% |
| All | +155.2% | +6,544.5% | -6,389.3% | -61.8% |
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 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