+3,154.0%
CLS vs CNI
+138.2%
+3,015.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.9% | +5.7% | +6.0% |
| 7D | +10.9% | -0.4% | +11.3% | +11.3% |
| 30D | +2.1% | -2.7% | +4.8% | +4.0% |
| 3M | -10.2% | +3.9% | -14.1% | -13.1% |
| 6M | +30.4% | +16.4% | +14.0% | +16.1% |
| YTD | +17.2% | +25.8% | -8.6% | -2.1% |
| 1Y | +41.0% | +32.4% | +8.6% | +13.0% |
| 3Y | +1,338.0% | +19.1% | +1,318.9% | +1,126.6% |
| 5Y | +3,860.6% | +13.6% | +3,847.0% | +3,348.3% |
| All | +3,154.0% | +138.2% | +3,015.8% | +1,751.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling