+69.3%
CNP vs CNI
+11.3%
+58.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.1% | -1.5% |
| 7D | -2.2% | -1.1% | -1.1% | -1.9% |
| 30D | -2.1% | -3.5% | +1.5% | -1.2% |
| 3M | -7.9% | +2.2% | -10.1% | -8.5% |
| 6M | -8.3% | +15.1% | -23.4% | -11.9% |
| YTD | +3.8% | +24.7% | -20.9% | -2.5% |
| 1Y | +5.9% | +33.4% | -27.5% | -2.5% |
| 3Y | +49.3% | +19.5% | +29.8% | +38.7% |
| 5Y | +69.3% | +12.6% | +56.7% | +59.7% |
| All | +69.3% | +11.3% | +58.0% | +59.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling