+9,530.0%
CMI vs CNI
+6,516.9%
+3,013.1%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.6% |
| 7D | -0.7% | -0.4% | -0.3% | -0.5% |
| 30D | -12.4% | -2.7% | -9.7% | -10.8% |
| 3M | -14.8% | +3.9% | -18.7% | -17.6% |
| 6M | +0.8% | +16.4% | -15.6% | -9.9% |
| YTD | +10.2% | +25.8% | -15.6% | -7.1% |
| 1Y | +37.4% | +32.4% | +5.0% | +11.1% |
| 3Y | +153.3% | +19.1% | +134.2% | +117.1% |
| 5Y | +167.6% | +13.6% | +154.0% | +131.9% |
| 10Y | +514.4% | +136.8% | +377.6% | +201.3% |
| All | +9,530.0% | +6,516.9% | +3,013.1% | +811.3% |
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 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