+7,327.8%
CHD vs CNI
+6,494.7%
+833.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.6% | -1.2% |
| 7D | -4.2% | +0.9% | -5.0% | -4.3% |
| 30D | -7.6% | -2.1% | -5.5% | -7.2% |
| 3M | -1.6% | +1.8% | -3.4% | -2.1% |
| 6M | -6.3% | +14.8% | -21.1% | -9.3% |
| YTD | +14.6% | +25.4% | -10.8% | +8.6% |
| 1Y | +1.6% | +32.9% | -31.3% | -5.0% |
| 3Y | +3.1% | +20.2% | -17.0% | -2.3% |
| 5Y | +21.1% | +12.2% | +8.9% | +15.4% |
| 10Y | +128.6% | +136.0% | -7.4% | +79.4% |
| All | +7,327.8% | +6,494.7% | +833.1% | +2,615.4% |
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