-2.7%
CEG vs CNI
+29.8%
-32.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.2% | +4.7% | +4.9% |
| 7D | +8.0% | -2.1% | +10.1% | +8.4% |
| 30D | +12.9% | -3.3% | +16.2% | +13.6% |
| 3M | +13.2% | +3.8% | +9.4% | +11.9% |
| 6M | -7.0% | +12.7% | -19.7% | -10.1% |
| YTD | -15.0% | +26.3% | -41.3% | -18.1% |
| 1Y | -2.7% | +29.9% | -32.6% | -5.1% |
| All | -2.7% | +29.8% | -32.5% | -5.1% |
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 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