+340.4%
CG vs CNI
+268.1%
+72.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -1.3% | +2.5% | -3.8% | -3.0% |
| 30D | -3.2% | -2.5% | -0.7% | -1.3% |
| 3M | +6.2% | +2.7% | +3.5% | +4.0% |
| 6M | -4.7% | +16.9% | -21.6% | -15.6% |
| YTD | -20.6% | +26.3% | -47.0% | -33.8% |
| 1Y | -26.4% | +31.1% | -57.5% | -40.4% |
| 3Y | +55.4% | +21.1% | +34.3% | +32.5% |
| 5Y | +9.8% | +11.0% | -1.2% | +0.2% |
| 10Y | +341.4% | +128.1% | +213.2% | +153.6% |
| All | +340.4% | +268.1% | +72.3% | +107.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling