+838.1%
CLS vs CNI
+21.4%
+816.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.9% | -5.2% |
| 7D | +16.3% | +2.5% | +13.8% | +15.1% |
| 30D | -25.7% | +6.1% | -31.8% | -27.6% |
| 3M | -30.9% | +0.1% | -31.0% | -31.0% |
| 6M | -35.5% | +14.9% | -50.4% | -40.1% |
| YTD | -18.7% | +30.9% | -49.6% | -30.5% |
| 1Y | -17.9% | +33.9% | -51.8% | -30.9% |
| 3Y | +838.1% | +20.2% | +817.9% | +741.8% |
| All | +838.1% | +21.4% | +816.7% | +741.8% |
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