+1,249.5%
CLS vs CNI
+18.7%
+1,230.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -2.0% | -2.2% |
| 7D | +5.0% | -1.1% | +6.1% | +5.5% |
| 30D | +4.8% | -3.5% | +8.3% | +6.6% |
| 3M | -10.4% | +2.2% | -12.6% | -11.9% |
| 6M | +20.8% | +15.1% | +5.7% | +10.8% |
| YTD | +10.0% | +24.7% | -14.7% | -4.1% |
| 1Y | +28.5% | +33.4% | -4.8% | +6.6% |
| All | +1,249.5% | +18.7% | +1,230.8% | +1,068.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling