+1,471.3%
CL vs CNI
+6,816.2%
-5,344.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -0.8% | +1.0% | -1.8% | -1.1% |
| 30D | +9.5% | +7.5% | +2.0% | +7.5% |
| 3M | +6.6% | +1.7% | +4.9% | +6.2% |
| 6M | +13.2% | +15.4% | -2.2% | +9.1% |
| YTD | +26.9% | +31.5% | -4.6% | +17.9% |
| 1Y | +27.6% | +32.8% | -5.2% | +18.2% |
| 3Y | +39.1% | +21.7% | +17.4% | +30.4% |
| 5Y | +41.3% | +8.7% | +32.6% | +34.9% |
| 10Y | +83.9% | +143.3% | -59.4% | +39.5% |
| All | +1,471.3% | +6,816.2% | -5,344.9% | +373.1% |
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 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