+142.1%
CI vs CNI
+138.2%
+3.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.5% |
| 7D | -0.1% | -0.4% | +0.3% | +0.1% |
| 30D | +1.8% | -2.7% | +4.5% | +2.9% |
| 3M | -4.2% | +3.9% | -8.2% | -6.2% |
| 6M | +8.8% | +16.4% | -7.5% | +0.7% |
| YTD | +3.7% | +25.8% | -22.1% | -7.9% |
| 1Y | -6.1% | +32.4% | -38.5% | -18.8% |
| 3Y | +4.5% | +19.1% | -14.6% | -7.2% |
| 5Y | +50.5% | +13.6% | +37.0% | +33.1% |
| All | +142.1% | +138.2% | +3.9% | +42.4% |
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 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