+2,229.2%
CI vs CNI
+6,541.6%
-4,312.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | +1.3% | -2.1% | +3.4% | +2.1% |
| 30D | +4.4% | -3.3% | +7.7% | +5.8% |
| 3M | +0.7% | +3.8% | -3.1% | -1.2% |
| 6M | +0.3% | +12.7% | -12.3% | -5.3% |
| YTD | +3.8% | +26.3% | -22.5% | -7.0% |
| 1Y | -5.5% | +29.9% | -35.4% | -16.5% |
| 3Y | +8.1% | +15.9% | -7.8% | -1.5% |
| 5Y | +42.8% | +6.9% | +35.9% | +32.4% |
| 10Y | +143.9% | +126.8% | +17.1% | +60.4% |
| All | +2,229.2% | +6,541.6% | -4,312.4% | +435.2% |
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