+22.5%
CNI vs CAI
-11.0%
+33.5%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.4% | -0.6% |
| 7D | +0.9% | -3.1% | +4.0% | +1.0% |
| 30D | -2.1% | +2.7% | -4.8% | -2.3% |
| 3M | +1.8% | +41.7% | -39.9% | 0.0% |
| 6M | +14.8% | +26.5% | -11.7% | +12.8% |
| YTD | +25.4% | -10.9% | +36.3% | +24.9% |
| 1Y | +32.9% | -29.2% | +62.1% | +33.3% |
| All | +22.5% | -11.0% | +33.5% | +22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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