+1,494.9%
CNI vs EXR
+2,662.2%
-1,167.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.6% |
| 7D | -2.1% | -2.6% | +0.5% | -1.2% |
| 30D | -3.3% | -7.2% | +3.9% | -0.7% |
| 3M | +3.8% | -3.5% | +7.3% | +5.0% |
| 6M | +12.7% | -5.3% | +18.0% | +14.6% |
| YTD | +26.3% | +9.4% | +16.9% | +22.1% |
| 1Y | +29.9% | +1.3% | +28.6% | +28.7% |
| 3Y | +15.9% | +22.4% | -6.5% | +4.7% |
| 5Y | +6.9% | -12.2% | +19.2% | +6.2% |
| 10Y | +126.8% | +148.6% | -21.8% | +46.2% |
| All | +1,494.9% | +2,662.2% | -1,167.3% | +262.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling