+607.3%
CEG vs CNI
+9.3%
+598.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.5% |
| 7D | +0.3% | -1.1% | +1.4% | +0.8% |
| 30D | +2.9% | -3.5% | +6.4% | +4.2% |
| 3M | +18.2% | +2.2% | +16.0% | +16.8% |
| 6M | -9.5% | +15.1% | -24.6% | -15.0% |
| YTD | -18.7% | +24.7% | -43.4% | -26.1% |
| 1Y | -10.1% | +33.4% | -43.5% | -20.8% |
| 3Y | +168.3% | +19.5% | +148.8% | +139.4% |
| All | +607.3% | +9.3% | +598.0% | +540.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling