+37.0%
CNI vs EXR
+28.1%
+8.9%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.1% | -1.0% | +0.7% |
| 7D | +3.7% | +11.3% | -7.5% | -1.1% |
| 30D | +8.1% | +21.2% | -13.1% | -0.9% |
| 3M | +1.9% | +8.7% | -6.9% | -1.9% |
| 6M | +19.2% | +18.2% | +1.0% | +9.9% |
| YTD | +32.7% | +27.9% | +4.8% | +18.4% |
| 1Y | +37.0% | +28.3% | +8.7% | +22.3% |
| All | +37.0% | +28.1% | +8.9% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 1y: compounded portfolio wealth divided by compounded EXR 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…
1y analysis · Full analysis span regression · 6 months rolling