+216.2%
CNI vs NWSA
+122.3%
+93.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.6% |
| 7D | +0.9% | -3.1% | +3.9% | +1.9% |
| 30D | -2.1% | +4.3% | -6.4% | -3.5% |
| 3M | +1.8% | +9.2% | -7.4% | -1.4% |
| 6M | +14.8% | +21.6% | -6.8% | +7.0% |
| YTD | +25.4% | +14.2% | +11.2% | +18.8% |
| 1Y | +32.9% | +1.8% | +31.2% | +30.7% |
| 3Y | +20.2% | +44.4% | -24.3% | +3.7% |
| 5Y | +12.2% | +41.0% | -28.8% | -5.0% |
| 10Y | +136.0% | +150.0% | -14.0% | +51.2% |
| All | +216.2% | +122.3% | +93.9% | +109.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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