-1.8%
CMS vs CNI
+32.7%
-34.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.1% | +1.8% |
| 7D | +1.7% | +2.5% | -0.8% | +1.0% |
| 30D | +6.2% | +6.1% | +0.1% | +4.6% |
| 3M | +0.6% | +0.1% | +0.5% | +0.5% |
| 6M | -1.8% | +14.9% | -16.7% | -5.1% |
| YTD | +3.8% | +30.9% | -27.0% | -2.0% |
| 1Y | -1.8% | +33.9% | -35.7% | -7.5% |
| All | -1.8% | +32.7% | -34.5% | -7.5% |
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 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