+23.6%
CMS vs CNI
+10.3%
+13.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | +0.2% | +0.9% | -0.7% | 0.0% |
| 30D | -1.3% | -2.1% | +0.8% | -0.8% |
| 3M | -5.4% | +1.8% | -7.2% | -5.8% |
| 6M | -10.3% | +14.8% | -25.1% | -13.3% |
| YTD | -0.2% | +25.4% | -25.6% | -5.5% |
| 1Y | -0.9% | +32.9% | -33.8% | -7.4% |
| 3Y | +34.0% | +20.2% | +13.8% | +26.3% |
| 5Y | +23.6% | +12.2% | +11.4% | +17.8% |
| All | +23.6% | +10.3% | +13.2% | +17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling