+5.6%
CNC vs CNI
+12.6%
-7.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.3% |
| 7D | -0.9% | -0.4% | -0.6% | -0.8% |
| 30D | -1.0% | -2.7% | +1.7% | -0.4% |
| 3M | +4.5% | +3.9% | +0.6% | +3.3% |
| 6M | +85.2% | +16.4% | +68.9% | +77.2% |
| YTD | +61.4% | +25.8% | +35.6% | +51.0% |
| 1Y | +94.9% | +32.4% | +62.5% | +79.5% |
| 3Y | 0.0% | +19.1% | -19.1% | -6.4% |
| All | +5.6% | +12.6% | -7.0% | -3.1% |
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 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