+4,091.8%
CNI vs CRL
+1,327.4%
+2,764.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.6% |
| 7D | +0.9% | -4.6% | +5.5% | +1.9% |
| 30D | -2.1% | +0.5% | -2.6% | -2.3% |
| 3M | +1.8% | +46.6% | -44.8% | -6.8% |
| 6M | +14.8% | +57.3% | -42.5% | +2.4% |
| YTD | +25.4% | +39.5% | -14.2% | +14.4% |
| 1Y | +32.9% | +76.9% | -43.9% | +14.2% |
| 3Y | +20.2% | +39.4% | -19.2% | +4.6% |
| 5Y | +12.2% | -37.2% | +49.3% | +14.3% |
| 10Y | +136.0% | +253.4% | -117.4% | +55.4% |
| All | +4,091.8% | +1,327.4% | +2,764.3% | +2,006.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling