+58.6%
CNH vs CNI
+205.8%
-147.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.5% | -5.1% | -5.2% |
| 7D | +8.8% | +1.9% | +6.9% | +7.4% |
| 30D | +24.7% | -3.0% | +27.7% | +27.4% |
| 3M | +27.3% | +2.2% | +25.2% | +25.0% |
| 6M | +23.2% | +16.3% | +6.8% | +9.8% |
| YTD | +48.9% | +25.7% | +23.3% | +25.4% |
| 1Y | +19.4% | +30.4% | -11.0% | -2.5% |
| 3Y | +7.8% | +20.4% | -12.7% | -7.6% |
| 5Y | +8.7% | +10.4% | -1.7% | -2.0% |
| 10Y | +149.5% | +126.9% | +22.6% | +36.4% |
| All | +58.6% | +205.8% | -147.2% | -19.8% |
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