+12.6%
CNI vs CRL
-38.6%
+51.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.4% | -0.2% |
| 7D | -1.1% | -6.9% | +5.8% | +0.1% |
| 30D | -3.5% | -3.2% | -0.3% | -3.0% |
| 3M | +2.2% | +46.5% | -44.3% | -4.5% |
| 6M | +15.1% | +63.1% | -48.0% | +4.7% |
| YTD | +24.7% | +36.9% | -12.2% | +16.6% |
| 1Y | +33.4% | +78.1% | -44.7% | +18.1% |
| 3Y | +19.5% | +36.7% | -17.2% | +8.0% |
| 5Y | +12.6% | -38.1% | +50.6% | +12.6% |
| All | +12.6% | -38.6% | +51.2% | +12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling