+79.6%
CME vs CNI
+12.6%
+67.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.4% |
| 7D | -1.6% | -0.4% | -1.2% | -1.5% |
| 30D | +5.6% | -2.7% | +8.3% | +6.0% |
| 3M | +5.6% | +3.9% | +1.7% | +5.0% |
| 6M | -8.3% | +16.4% | -24.6% | -10.5% |
| YTD | +4.3% | +25.8% | -21.5% | +0.5% |
| 1Y | +9.1% | +32.4% | -23.3% | +4.1% |
| 3Y | +52.1% | +19.1% | +33.0% | +45.7% |
| All | +79.6% | +12.6% | +67.0% | +75.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling