-3.1%
CMG vs CNI
+12.6%
-15.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.2% |
| 7D | -2.1% | -0.4% | -1.7% | -1.9% |
| 30D | +10.9% | -2.7% | +13.6% | +12.3% |
| 3M | +15.8% | +3.9% | +11.9% | +13.2% |
| 6M | +6.9% | +16.4% | -9.4% | -1.6% |
| YTD | -2.2% | +25.8% | -28.0% | -13.9% |
| 1Y | -7.1% | +32.4% | -39.5% | -20.6% |
| 3Y | -7.1% | +19.1% | -26.2% | -17.8% |
| All | -3.1% | +12.6% | -15.7% | -13.0% |
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