+7.0%
CNI vs SUI
-25.9%
+32.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.5% |
| 7D | +0.4% | +3.4% | -3.0% | -0.7% |
| 30D | +7.6% | +4.6% | +3.0% | +6.0% |
| 3M | +1.9% | +1.6% | +0.3% | +1.1% |
| 6M | +14.8% | -3.5% | +18.3% | +15.6% |
| YTD | +30.5% | -1.0% | +31.5% | +30.3% |
| 1Y | +36.5% | -1.7% | +38.2% | +36.6% |
| 3Y | +20.7% | +18.4% | +2.4% | +11.4% |
| 5Y | +7.0% | -26.3% | +33.4% | +14.2% |
| All | +7.0% | -25.9% | +32.9% | +14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling