+12.2%
CNI vs EXR
-13.9%
+26.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | 0.0% |
| 7D | +0.9% | -3.1% | +3.9% | +1.8% |
| 30D | -2.1% | -7.5% | +5.4% | +0.2% |
| 3M | +1.8% | -7.5% | +9.3% | +4.1% |
| 6M | +14.8% | -5.2% | +20.0% | +16.4% |
| YTD | +25.4% | +6.5% | +18.9% | +23.1% |
| 1Y | +32.9% | -2.0% | +35.0% | +33.3% |
| 3Y | +20.2% | +21.5% | -1.4% | +11.0% |
| 5Y | +12.2% | -11.5% | +23.7% | +12.3% |
| All | +12.2% | -13.9% | +26.0% | +12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling