+12.2%
CNI vs URA
+132.7%
-120.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.5% |
| 7D | +0.9% | +5.7% | -4.9% | -0.1% |
| 30D | -2.1% | +5.6% | -7.7% | -3.1% |
| 3M | +1.8% | +6.2% | -4.4% | +0.4% |
| 6M | +14.8% | -8.2% | +23.0% | +15.3% |
| YTD | +25.4% | +9.7% | +15.7% | +21.0% |
| 1Y | +32.9% | +17.0% | +15.9% | +25.2% |
| 3Y | +20.2% | +118.5% | -98.3% | -4.3% |
| 5Y | +12.2% | +134.3% | -122.2% | -14.6% |
| All | +12.2% | +132.7% | -120.6% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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