+647.9%
CNI vs VYM
+488.1%
+159.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.2% |
| 7D | -0.4% | -0.8% | +0.4% | +0.4% |
| 30D | -2.7% | -2.2% | -0.4% | -0.5% |
| 3M | +3.9% | +3.1% | +0.9% | +0.9% |
| 6M | +16.4% | +9.7% | +6.6% | +6.1% |
| YTD | +25.8% | +14.9% | +10.9% | +9.6% |
| 1Y | +32.4% | +17.6% | +14.8% | +12.7% |
| 3Y | +19.1% | +65.3% | -46.2% | -28.2% |
| 5Y | +13.6% | +78.7% | -65.2% | -36.6% |
| 10Y | +136.8% | +208.2% | -71.4% | -25.8% |
| All | +647.9% | +488.1% | +159.8% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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