+22.2%
CNH vs CNI
+33.8%
-11.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | 0.0% |
| 7D | -5.7% | -0.4% | -5.3% | -5.5% |
| 30D | +26.6% | -2.7% | +29.3% | +28.7% |
| 3M | +31.1% | +3.9% | +27.2% | +27.0% |
| 6M | +24.9% | +16.4% | +8.5% | +11.3% |
| YTD | +48.7% | +25.8% | +22.9% | +26.7% |
| 1Y | +22.2% | +32.4% | -10.2% | +1.5% |
| All | +22.2% | +33.8% | -11.6% | +1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling