+134.3%
CNI vs EXR
+151.8%
-17.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.7% |
| 7D | -0.4% | -1.2% | +0.8% | -0.1% |
| 30D | -2.7% | -6.2% | +3.5% | -1.0% |
| 3M | +3.9% | -7.4% | +11.3% | +6.1% |
| 6M | +16.4% | -0.5% | +16.9% | +16.4% |
| YTD | +25.8% | +8.1% | +17.7% | +23.1% |
| 1Y | +32.4% | -2.9% | +35.3% | +33.0% |
| 3Y | +19.1% | +22.9% | -3.9% | +10.3% |
| 5Y | +13.6% | -10.2% | +23.7% | +12.8% |
| All | +134.3% | +151.8% | -17.4% | +89.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling