+11.7%
CMI vs CNI
+37.5%
-25.9%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +2.1% | -7.9% | -6.5% |
| 7D | -11.2% | +3.7% | -15.0% | -12.4% |
| 30D | -9.8% | +8.1% | -17.9% | -12.5% |
| 3M | -25.5% | +1.9% | -27.4% | -26.1% |
| 6M | -27.7% | +19.2% | -46.9% | -33.5% |
| YTD | -6.6% | +32.7% | -39.3% | -16.8% |
| 1Y | +11.7% | +37.0% | -25.3% | -0.2% |
| All | +11.7% | +37.5% | -25.9% | -0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling