+21.7%
CNI vs VLTO
+25.1%
-3.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | +0.9% | -2.6% | +3.4% | +1.5% |
| 30D | -2.1% | -2.5% | +0.4% | -1.5% |
| 3M | +1.8% | +10.1% | -8.3% | -0.6% |
| 6M | +14.8% | +1.0% | +13.8% | +14.5% |
| YTD | +25.4% | -4.8% | +30.2% | +26.9% |
| 1Y | +32.9% | -9.3% | +42.3% | +36.4% |
| All | +21.7% | +25.1% | -3.3% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 10y: compounded portfolio wealth divided by compounded VLTO 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…
10y analysis · Full analysis span regression · 6 months rolling