+426.6%
CNI vs URA
-49.7%
+476.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.3% |
| 7D | -1.1% | +2.9% | -4.0% | -1.9% |
| 30D | +7.6% | -10.8% | +18.4% | +10.3% |
| 3M | +1.6% | -25.5% | +27.1% | +8.4% |
| 6M | +16.6% | -41.2% | +57.8% | +30.8% |
| YTD | +31.3% | -21.3% | +52.5% | +34.4% |
| 1Y | +35.2% | -25.7% | +60.9% | +40.1% |
| 3Y | +21.5% | +43.1% | -21.6% | 0.0% |
| 5Y | +8.5% | +35.6% | -27.1% | -12.7% |
| 10Y | +142.9% | +281.3% | -138.4% | +29.6% |
| All | +426.6% | -49.7% | +476.3% | +336.3% |
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