+604.3%
CEG vs CNI
+10.3%
+594.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.8% |
| 7D | -4.8% | -0.4% | -4.4% | -4.6% |
| 30D | +2.3% | -2.7% | +5.0% | +3.3% |
| 3M | +15.6% | +3.9% | +11.7% | +13.5% |
| 6M | -5.0% | +16.4% | -21.4% | -11.1% |
| YTD | -19.0% | +25.8% | -44.8% | -26.7% |
| 1Y | -10.0% | +32.4% | -42.3% | -20.3% |
| 3Y | +163.9% | +19.1% | +144.9% | +136.3% |
| All | +604.3% | +10.3% | +594.0% | +535.6% |
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