+172.4%
CEG vs CNI
+19.3%
+153.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.5% |
| 7D | +1.3% | +0.9% | +0.5% | +1.1% |
| 30D | +8.8% | -2.1% | +11.0% | +9.4% |
| 3M | +17.0% | +1.8% | +15.2% | +16.2% |
| 6M | -8.7% | +14.8% | -23.5% | -12.4% |
| YTD | -16.4% | +25.4% | -41.8% | -21.6% |
| 1Y | -1.8% | +32.9% | -34.7% | -9.3% |
| All | +172.4% | +19.3% | +153.1% | +146.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling