+425.1%
CNI vs URA
-52.4%
+477.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.1% |
| 7D | +2.5% | -1.5% | +4.1% | +2.8% |
| 30D | +6.1% | -10.4% | +16.5% | +8.7% |
| 3M | +0.1% | -29.6% | +29.8% | +8.3% |
| 6M | +14.9% | -40.3% | +55.2% | +28.4% |
| YTD | +30.9% | -25.5% | +56.4% | +35.8% |
| 1Y | +33.9% | -26.4% | +60.3% | +38.9% |
| 3Y | +20.2% | +31.4% | -11.2% | +1.2% |
| 5Y | +8.2% | +28.6% | -20.4% | -11.8% |
| 10Y | +142.2% | +260.9% | -118.7% | +30.9% |
| All | +425.1% | -52.4% | +477.4% | +340.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling