+8.3%
CL vs CNI
+31.9%
-23.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.4% | 0.0% |
| 7D | -2.4% | -1.1% | -1.3% | -2.2% |
| 30D | -4.8% | -3.5% | -1.2% | -4.1% |
| 3M | -1.7% | +2.2% | -3.9% | -2.1% |
| 6M | -3.8% | +15.1% | -18.9% | -5.9% |
| YTD | +13.3% | +24.7% | -11.4% | +10.4% |
| 1Y | +8.3% | +33.4% | -25.1% | +3.2% |
| All | +8.3% | +31.9% | -23.7% | +3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling