+451.8%
CMS vs CNI
+6,783.7%
-6,331.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.4% |
| 3M | +0.6% | +0.1% | +0.5% | +0.5% |
| 6M | -1.8% | +14.9% | -16.7% | -5.8% |
| YTD | +3.8% | +30.9% | -27.0% | -4.4% |
| 1Y | -1.8% | +33.9% | -35.7% | -10.2% |
| 3Y | +39.8% | +20.2% | +19.6% | +30.2% |
| 5Y | +37.1% | +8.2% | +28.9% | +30.3% |
| 10Y | +138.6% | +142.2% | -3.6% | +73.4% |
| All | +451.8% | +6,783.7% | -6,331.9% | +97.4% |
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