+651.5%
CNI vs VIG
+614.0%
+37.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.2% |
| 7D | +0.9% | -1.2% | +2.0% | +2.1% |
| 30D | -2.1% | -2.8% | +0.7% | +0.9% |
| 3M | +1.8% | +2.5% | -0.6% | -0.8% |
| 6M | +14.8% | +8.1% | +6.7% | +5.7% |
| YTD | +25.4% | +9.6% | +15.8% | +13.8% |
| 1Y | +32.9% | +14.2% | +18.8% | +15.4% |
| 3Y | +20.2% | +56.1% | -35.9% | -25.6% |
| 5Y | +12.2% | +62.8% | -50.7% | -33.8% |
| 10Y | +136.0% | +248.2% | -112.2% | -41.2% |
| All | +651.5% | +614.0% | +37.5% | -17.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling