+37.0%
CNI vs WETO
-99.3%
+136.3%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +11.4% | -9.3% | +2.1% |
| 7D | +3.7% | +3.6% | +0.2% | +3.8% |
| 30D | +8.1% | -17.2% | +25.3% | +8.1% |
| 3M | +1.9% | -83.7% | +85.6% | +2.2% |
| 6M | +19.2% | -98.3% | +117.4% | +18.9% |
| YTD | +32.7% | -99.0% | +131.7% | +33.5% |
| 1Y | +37.0% | -99.4% | +136.4% | +39.5% |
| All | +37.0% | -99.3% | +136.3% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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