+1,316.7%
CL vs CNI
+6,541.6%
-5,224.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.6% | -1.5% |
| 7D | -2.2% | -2.1% | -0.1% | -1.7% |
| 30D | -4.8% | -3.3% | -1.6% | -4.1% |
| 3M | +4.9% | +3.8% | +1.1% | +3.8% |
| 6M | -5.7% | +12.7% | -18.4% | -8.7% |
| YTD | +14.4% | +26.3% | -11.9% | +7.4% |
| 1Y | +8.7% | +29.9% | -21.1% | +1.2% |
| 3Y | +30.0% | +15.9% | +14.0% | +23.2% |
| 5Y | +28.4% | +6.9% | +21.4% | +22.9% |
| 10Y | +50.1% | +126.8% | -76.7% | +15.8% |
| All | +1,316.7% | +6,541.6% | -5,224.9% | +330.9% |
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 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