+965.0%
CNI vs EFV
+252.1%
+712.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.3% |
| 7D | -1.1% | -2.0% | +0.9% | +0.5% |
| 30D | -3.5% | -0.2% | -3.4% | -3.4% |
| 3M | +2.2% | +9.1% | -6.9% | -4.7% |
| 6M | +15.1% | +11.7% | +3.4% | +5.2% |
| YTD | +24.7% | +17.0% | +7.6% | +9.8% |
| 1Y | +33.4% | +26.7% | +6.7% | +10.4% |
| 3Y | +19.5% | +90.2% | -70.6% | -28.5% |
| 5Y | +12.6% | +96.1% | -83.5% | -34.7% |
| 10Y | +134.7% | +164.5% | -29.8% | +7.1% |
| All | +965.0% | +252.1% | +712.9% | +292.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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