+117.7%
CMS vs CNI
+136.1%
-18.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.2% | -0.6% |
| 7D | -1.3% | -1.1% | -0.2% | -1.0% |
| 30D | -2.8% | -3.5% | +0.7% | -1.8% |
| 3M | -7.1% | +2.2% | -9.3% | -7.8% |
| 6M | -10.0% | +15.1% | -25.1% | -13.7% |
| YTD | -0.9% | +24.7% | -25.6% | -7.2% |
| 1Y | -2.0% | +33.4% | -35.4% | -10.1% |
| 3Y | +33.0% | +19.5% | +13.5% | +24.2% |
| 5Y | +24.3% | +12.6% | +11.7% | +16.6% |
| All | +117.7% | +136.1% | -18.3% | +59.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling