+18.0%
CNI vs VIG
+54.7%
-36.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.2% |
| 7D | -1.1% | -2.2% | +1.1% | +0.8% |
| 30D | -3.5% | -3.2% | -0.3% | -0.8% |
| 3M | +2.2% | +3.0% | -0.8% | -0.5% |
| 6M | +15.1% | +8.1% | +7.0% | +7.4% |
| YTD | +24.7% | +9.1% | +15.6% | +15.5% |
| 1Y | +33.4% | +12.6% | +20.8% | +20.1% |
| All | +18.0% | +54.7% | -36.7% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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