+445.9%
CMS vs CNI
+6,804.3%
-6,358.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.4% |
| 7D | -1.1% | -1.1% | 0.0% | -0.8% |
| 30D | +6.6% | +7.6% | -1.1% | +4.3% |
| 3M | +0.8% | +1.6% | -0.7% | +0.3% |
| 6M | -3.3% | +16.6% | -19.9% | -7.7% |
| YTD | +2.7% | +31.3% | -28.5% | -5.5% |
| 1Y | -4.0% | +35.2% | -39.2% | -12.5% |
| 3Y | +37.6% | +21.5% | +16.1% | +27.7% |
| 5Y | +35.4% | +8.5% | +27.0% | +28.6% |
| 10Y | +136.0% | +142.9% | -6.9% | +71.4% |
| All | +445.9% | +6,804.3% | -6,358.4% | +95.1% |
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