-85.8%
CDE vs CNI
+6,516.9%
-6,602.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.6% |
| 7D | -3.1% | -0.4% | -2.7% | -2.9% |
| 30D | +9.5% | -2.7% | +12.2% | +11.3% |
| 3M | +25.5% | +3.9% | +21.6% | +22.2% |
| 6M | -7.9% | +16.4% | -24.3% | -16.1% |
| YTD | +15.6% | +25.8% | -10.3% | +0.9% |
| 1Y | +34.0% | +32.4% | +1.7% | +13.3% |
| 3Y | +791.9% | +19.1% | +772.8% | +707.0% |
| 5Y | +197.7% | +13.6% | +184.2% | +179.0% |
| 10Y | +55.0% | +136.8% | -81.8% | -4.6% |
| All | -85.8% | +6,516.9% | -6,602.6% | -95.4% |
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