+19.9%
CHD vs CNI
+12.6%
+7.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | 0.0% |
| 7D | -4.5% | -0.4% | -4.1% | -4.4% |
| 30D | -6.7% | -2.7% | -4.0% | -6.2% |
| 3M | -2.7% | +3.9% | -6.6% | -3.6% |
| 6M | -4.9% | +16.4% | -21.3% | -7.9% |
| YTD | +13.3% | +25.8% | -12.5% | +8.1% |
| 1Y | +1.0% | +32.4% | -31.4% | -4.7% |
| 3Y | +1.3% | +19.1% | -17.7% | -3.6% |
| All | +19.9% | +12.6% | +7.3% | +14.7% |
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