+132.5%
CNP vs CNI
+138.2%
-5.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.4% |
| 7D | -1.4% | -0.4% | -1.0% | -1.3% |
| 30D | -2.9% | -2.7% | -0.2% | -1.9% |
| 3M | -7.5% | +3.9% | -11.5% | -9.2% |
| 6M | -7.9% | +16.4% | -24.3% | -14.1% |
| YTD | +3.7% | +25.8% | -22.1% | -6.7% |
| 1Y | +4.6% | +32.4% | -27.8% | -8.3% |
| 3Y | +49.1% | +19.1% | +30.1% | +33.4% |
| 5Y | +69.2% | +13.6% | +55.7% | +51.3% |
| All | +132.5% | +138.2% | -5.7% | +39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 10y: compounded portfolio wealth divided by compounded CNI 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…
10y analysis · Full analysis span regression · 6 months rolling