+50.6%
CI vs CNI
+11.3%
+39.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.5% | +1.1% |
| 7D | -1.3% | -1.1% | -0.2% | -1.0% |
| 30D | +3.1% | -3.5% | +6.7% | +4.1% |
| 3M | -4.5% | +2.2% | -6.7% | -5.3% |
| 6M | +8.3% | +15.1% | -6.8% | +3.5% |
| YTD | +3.8% | +24.7% | -20.9% | -3.3% |
| 1Y | -5.0% | +33.4% | -38.4% | -13.3% |
| 3Y | +5.8% | +19.5% | -13.7% | -1.7% |
| 5Y | +50.6% | +12.6% | +38.1% | +40.1% |
| All | +50.6% | +11.3% | +39.3% | +40.1% |
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 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