+2,057.2%
CNI vs SNY
+241.9%
+1,815.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -0.4% | -3.3% | +3.0% | +0.9% |
| 30D | -2.7% | -2.2% | -0.5% | -2.0% |
| 3M | +3.9% | -3.0% | +7.0% | +4.9% |
| 6M | +16.4% | +2.7% | +13.6% | +14.8% |
| YTD | +25.8% | -6.8% | +32.7% | +28.4% |
| 1Y | +32.4% | -5.3% | +37.7% | +33.8% |
| 3Y | +19.1% | -9.8% | +28.9% | +18.8% |
| 5Y | +13.6% | +9.7% | +3.9% | +2.7% |
| 10Y | +136.8% | +64.5% | +72.3% | +77.2% |
| All | +2,057.2% | +241.9% | +1,815.2% | +1,002.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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