+18.7%
CNI vs CRL
+38.7%
-20.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.6% |
| 7D | +0.9% | -4.6% | +5.5% | +1.5% |
| 30D | -2.1% | +0.5% | -2.6% | -2.2% |
| 3M | +1.8% | +46.6% | -44.8% | -3.8% |
| 6M | +14.8% | +57.3% | -42.5% | +6.7% |
| YTD | +25.4% | +39.5% | -14.2% | +18.3% |
| 1Y | +32.9% | +76.9% | -43.9% | +20.1% |
| All | +18.7% | +38.7% | -20.0% | +12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling