+406.6%
CNI vs URA
-31.1%
+437.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | 0.0% |
| 7D | -2.1% | +1.1% | -3.2% | -2.3% |
| 30D | -3.3% | +7.4% | -10.7% | -5.1% |
| 3M | +3.8% | -8.4% | +12.2% | +5.1% |
| 6M | +12.7% | -12.7% | +25.4% | +14.6% |
| YTD | +26.3% | +7.8% | +18.5% | +20.4% |
| 1Y | +29.9% | +19.5% | +10.4% | +18.7% |
| 3Y | +15.9% | +116.4% | -100.5% | -13.9% |
| 5Y | +6.9% | +134.3% | -127.3% | -26.5% |
| 10Y | +126.8% | +359.3% | -232.5% | +17.1% |
| All | +406.6% | -31.1% | +437.7% | +290.6% |
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 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