+29.9%
CNI vs CRL
+78.8%
-49.0%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.8% | +0.3% |
| 7D | -2.1% | -1.0% | -1.1% | -2.0% |
| 30D | -3.3% | +10.7% | -13.9% | -4.0% |
| 3M | +3.8% | +55.3% | -51.5% | +0.5% |
| 6M | +12.7% | +60.7% | -48.0% | +8.2% |
| YTD | +26.3% | +44.6% | -18.4% | +21.7% |
| 1Y | +29.9% | +77.7% | -47.9% | +22.2% |
| All | +29.9% | +78.8% | -49.0% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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