+3.7%
CG vs CNI
+11.3%
-7.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -1.9% |
| 7D | -9.8% | -1.1% | -8.7% | -9.0% |
| 30D | -10.3% | -3.5% | -6.8% | -7.7% |
| 3M | -1.7% | +2.2% | -3.9% | -3.6% |
| 6M | -9.8% | +15.1% | -24.9% | -20.3% |
| YTD | -25.6% | +24.7% | -50.3% | -38.9% |
| 1Y | -32.5% | +33.4% | -65.9% | -47.9% |
| 3Y | +45.6% | +19.5% | +26.1% | +21.0% |
| 5Y | +3.7% | +12.6% | -8.9% | -11.3% |
| All | +3.7% | +11.3% | -7.6% | -11.3% |
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