+134.3%
CNI vs CRL
+256.1%
-121.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.5% |
| 7D | -0.4% | -3.5% | +3.2% | +0.4% |
| 30D | -2.7% | -2.1% | -0.6% | -2.3% |
| 3M | +3.9% | +48.0% | -44.0% | -5.2% |
| 6M | +16.4% | +64.7% | -48.4% | +2.5% |
| YTD | +25.8% | +39.5% | -13.7% | +14.6% |
| 1Y | +32.4% | +74.2% | -41.8% | +13.6% |
| 3Y | +19.1% | +39.4% | -20.3% | +3.3% |
| 5Y | +13.6% | -36.9% | +50.5% | +20.0% |
| All | +134.3% | +256.1% | -121.7% | +48.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling