+19.1%
CNI vs VEU
+73.8%
-54.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.3% |
| 7D | -0.4% | -1.4% | +1.1% | +0.5% |
| 30D | -2.7% | -0.4% | -2.3% | -2.5% |
| 3M | +3.9% | +2.5% | +1.4% | +2.1% |
| 6M | +16.4% | +11.1% | +5.2% | +7.6% |
| YTD | +25.8% | +16.5% | +9.3% | +12.1% |
| 1Y | +32.4% | +22.9% | +9.5% | +13.2% |
| 3Y | +19.1% | +73.4% | -54.3% | -23.5% |
| All | +19.1% | +73.8% | -54.7% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 3y: compounded portfolio wealth divided by compounded VEU 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…
3y analysis · Full analysis span regression · 6 months rolling