+4,277.8%
CNI vs EXEL
+264.7%
+4,013.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.3% |
| 7D | +2.5% | +1.4% | +1.1% | +2.3% |
| 30D | -2.5% | +6.7% | -9.2% | -3.2% |
| 3M | +2.7% | +11.5% | -8.7% | +1.4% |
| 6M | +16.9% | +38.8% | -21.8% | +12.7% |
| YTD | +26.3% | +31.6% | -5.2% | +22.2% |
| 1Y | +31.1% | +53.0% | -21.9% | +24.6% |
| 3Y | +21.1% | +160.8% | -139.8% | +7.4% |
| 5Y | +11.0% | +190.1% | -179.1% | -3.4% |
| 10Y | +128.1% | +367.0% | -238.8% | +78.9% |
| All | +4,277.8% | +264.7% | +4,013.1% | +2,451.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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