+1,719.6%
CNI vs VO
+821.9%
+897.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | 0.0% |
| 7D | +1.9% | +0.6% | +1.3% | +1.4% |
| 30D | -3.0% | -1.1% | -2.0% | -2.1% |
| 3M | +2.2% | +4.5% | -2.4% | -1.7% |
| 6M | +16.3% | +11.1% | +5.3% | +6.2% |
| YTD | +25.7% | +13.5% | +12.1% | +12.5% |
| 1Y | +30.4% | +14.5% | +15.9% | +15.8% |
| 3Y | +20.4% | +58.1% | -37.7% | -19.7% |
| 5Y | +10.4% | +43.3% | -32.9% | -20.8% |
| 10Y | +126.9% | +193.2% | -66.3% | -15.7% |
| All | +1,719.6% | +821.9% | +897.7% | +154.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling