+27.1%
CNI vs VLTO
+56.1%
-29.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.7% | +2.3% |
| 7D | +0.3% | +2.0% | -1.7% | -0.2% |
| 30D | +8.0% | +21.8% | -13.8% | +2.9% |
| 3M | +1.0% | +20.2% | -19.2% | -3.5% |
| 6M | +15.2% | +36.3% | -21.2% | +6.6% |
| YTD | +30.9% | +18.8% | +12.1% | +25.4% |
| 1Y | +36.2% | +20.4% | +15.8% | +29.8% |
| 3Y | +22.6% | +71.9% | -49.3% | +9.0% |
| All | +27.1% | +56.1% | -29.0% | +13.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling