+153.3%
CMI vs CNI
+19.7%
+133.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.8% |
| 7D | -0.7% | -0.4% | -0.3% | -0.5% |
| 30D | -12.4% | -2.7% | -9.7% | -11.2% |
| 3M | -14.8% | +3.9% | -18.7% | -16.9% |
| 6M | +0.8% | +16.4% | -15.6% | -7.7% |
| YTD | +10.2% | +25.8% | -15.6% | -3.3% |
| 1Y | +37.4% | +32.4% | +5.0% | +16.8% |
| 3Y | +153.3% | +19.1% | +134.2% | +123.5% |
| All | +153.3% | +19.7% | +133.5% | +123.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling