-29.6%
CLS vs CNI
+37.5%
-67.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +2.1% | -11.2% | -9.0% |
| 7D | -21.1% | +3.7% | -24.9% | -21.1% |
| 30D | -38.2% | +8.1% | -46.3% | -38.3% |
| 3M | -36.3% | +1.9% | -38.2% | -36.3% |
| 6M | -43.8% | +19.2% | -63.0% | -44.6% |
| YTD | -20.0% | +32.7% | -52.7% | -19.8% |
| 1Y | -29.6% | +37.0% | -66.6% | -30.1% |
| All | -29.6% | +37.5% | -67.1% | -30.1% |
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 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