+6,476.9%
CNI vs SUI
+2,041.6%
+4,435.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -2.1% | -2.8% | +0.7% | -1.1% |
| 30D | -3.3% | -1.2% | -2.1% | -2.9% |
| 3M | +3.8% | -1.7% | +5.5% | +4.3% |
| 6M | +12.7% | -10.5% | +23.1% | +16.8% |
| YTD | +26.3% | -1.8% | +28.1% | +26.7% |
| 1Y | +29.9% | -4.1% | +34.0% | +31.2% |
| 3Y | +15.9% | +11.3% | +4.7% | +9.0% |
| 5Y | +6.9% | -32.1% | +39.1% | +17.9% |
| 10Y | +126.8% | +110.4% | +16.3% | +59.6% |
| All | +6,476.9% | +2,041.6% | +4,435.3% | +1,652.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling