+136.0%
CNI vs SUI
+104.7%
+31.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.6% | -0.3% |
| 7D | +0.9% | -4.3% | +5.2% | +2.2% |
| 30D | -2.1% | -2.1% | 0.0% | -1.5% |
| 3M | +1.8% | -6.1% | +7.9% | +3.7% |
| 6M | +14.8% | -12.8% | +27.6% | +19.6% |
| YTD | +25.4% | -4.6% | +30.0% | +26.9% |
| 1Y | +32.9% | -7.7% | +40.6% | +35.8% |
| 3Y | +20.2% | +10.9% | +9.2% | +13.8% |
| 5Y | +12.2% | -32.4% | +44.6% | +22.8% |
| 10Y | +136.0% | +105.7% | +30.3% | +108.7% |
| All | +136.0% | +104.7% | +31.3% | +108.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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