+62.8%
CNQ vs CNI
+37.5%
+25.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +2.1% | -9.5% | -7.4% |
| 7D | -9.4% | +3.7% | -13.2% | -9.4% |
| 30D | +2.8% | +8.1% | -5.3% | +2.4% |
| 3M | +8.5% | +1.9% | +6.6% | +8.4% |
| 6M | +6.4% | +19.2% | -12.8% | +5.7% |
| YTD | +50.9% | +32.7% | +18.2% | +43.2% |
| 1Y | +62.8% | +37.0% | +25.8% | +53.5% |
| All | +62.8% | +37.5% | +25.3% | +53.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling