+43.4%
CL vs CNI
+8.1%
+35.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +1.9% |
| 7D | +3.2% | +2.5% | +0.7% | +2.6% |
| 30D | +8.0% | +6.1% | +1.9% | +6.7% |
| 3M | +7.9% | +0.1% | +7.7% | +7.8% |
| 6M | +14.7% | +14.9% | -0.2% | +11.4% |
| YTD | +29.2% | +30.9% | -1.7% | +21.9% |
| 1Y | +29.5% | +33.9% | -4.4% | +21.6% |
| 3Y | +40.7% | +20.2% | +20.5% | +33.6% |
| All | +43.4% | +8.1% | +35.3% | +36.9% |
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