+29.9%
CNI vs VO
+15.8%
+14.1%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -2.1% | -0.3% | -1.8% | -1.9% |
| 30D | -3.3% | -0.3% | -2.9% | -3.0% |
| 3M | +3.8% | +2.9% | +0.9% | +1.7% |
| 6M | +12.7% | +9.3% | +3.3% | +5.4% |
| YTD | +26.3% | +14.2% | +12.1% | +14.7% |
| 1Y | +29.9% | +15.3% | +14.6% | +16.8% |
| All | +29.9% | +15.8% | +14.1% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 1y: compounded portfolio wealth divided by compounded VO 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…
1y analysis · Full analysis span regression · 6 months rolling