+3,419.7%
CLS vs CNI
+4,468.5%
-1,048.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | 0.0% | +5.6% | +5.6% |
| 7D | +12.8% | +2.5% | +10.3% | +11.1% |
| 30D | +3.8% | -2.5% | +6.3% | +5.5% |
| 3M | -14.6% | +2.7% | -17.3% | -16.7% |
| 6M | +32.2% | +16.9% | +15.3% | +18.1% |
| YTD | +11.6% | +26.3% | -14.7% | -6.1% |
| 1Y | +35.1% | +31.1% | +3.9% | +10.3% |
| 3Y | +1,312.5% | +21.1% | +1,291.5% | +1,107.5% |
| 5Y | +3,542.1% | +11.0% | +3,531.0% | +3,169.6% |
| 10Y | +2,944.0% | +128.1% | +2,815.9% | +1,594.6% |
| All | +3,419.7% | +4,468.5% | -1,048.8% | +186.9% |
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