+4,369.3%
CNC vs CNI
+2,396.3%
+1,973.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.5% |
| 7D | -4.9% | +0.9% | -5.7% | -5.2% |
| 30D | -3.8% | -2.1% | -1.7% | -3.0% |
| 3M | -3.2% | +1.8% | -5.1% | -4.2% |
| 6M | +47.9% | +14.8% | +33.1% | +38.3% |
| YTD | +55.7% | +25.4% | +30.3% | +39.6% |
| 1Y | +106.2% | +32.9% | +73.3% | +80.0% |
| 3Y | -2.1% | +20.2% | -22.2% | -12.8% |
| 5Y | +3.4% | +12.2% | -8.8% | -6.8% |
| 10Y | +91.7% | +136.0% | -44.3% | +21.7% |
| All | +4,369.3% | +2,396.3% | +1,973.0% | +832.2% |
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