+38.2%
CL vs CNI
+22.0%
+16.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -0.8% | +1.0% | -1.8% | -1.0% |
| 30D | +9.5% | +7.5% | +2.0% | +8.1% |
| 3M | +6.6% | +1.7% | +4.9% | +6.2% |
| 6M | +13.2% | +15.4% | -2.2% | +10.7% |
| YTD | +26.9% | +31.5% | -4.6% | +21.9% |
| 1Y | +27.6% | +32.8% | -5.2% | +22.3% |
| All | +38.2% | +22.0% | +16.2% | +32.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling