+2,463.6%
CLS vs CNI
+4,633.0%
-2,169.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.9% | -5.1% |
| 7D | +16.3% | +2.5% | +13.8% | +14.6% |
| 30D | -25.7% | +6.1% | -31.8% | -28.6% |
| 3M | -30.9% | +0.1% | -31.0% | -31.2% |
| 6M | -35.5% | +14.9% | -50.4% | -41.7% |
| YTD | -18.7% | +30.9% | -49.6% | -33.4% |
| 1Y | -17.9% | +33.9% | -51.8% | -33.9% |
| 3Y | +838.1% | +20.2% | +817.9% | +703.7% |
| 5Y | +1,971.9% | +8.2% | +1,963.7% | +1,791.3% |
| 10Y | +1,907.9% | +142.2% | +1,765.7% | +975.1% |
| All | +2,463.6% | +4,633.0% | -2,169.4% | +103.6% |
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