+305.2%
CG vs CNI
+138.2%
+166.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -2.4% |
| 7D | -9.9% | -0.4% | -9.5% | -9.6% |
| 30D | -11.7% | -2.7% | -9.0% | -9.7% |
| 3M | -4.3% | +3.9% | -8.2% | -7.3% |
| 6M | -8.8% | +16.4% | -25.1% | -19.7% |
| YTD | -26.9% | +25.8% | -52.7% | -39.8% |
| 1Y | -35.4% | +32.4% | -67.8% | -49.2% |
| 3Y | +43.0% | +19.1% | +24.0% | +21.4% |
| 5Y | +1.9% | +13.6% | -11.7% | -10.0% |
| All | +305.2% | +138.2% | +166.9% | +118.5% |
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 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