-46.5%
COMP vs CNI
+21.5%
-68.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.5% | +3.1% | +3.3% |
| 7D | +14.5% | +0.3% | +14.2% | +14.3% |
| 30D | +14.9% | +8.0% | +6.9% | +7.2% |
| 3M | -14.2% | +1.0% | -15.2% | -14.9% |
| 6M | +23.7% | +15.2% | +8.6% | +7.6% |
| YTD | +2.1% | +30.9% | -28.8% | -22.2% |
| 1Y | +26.2% | +36.2% | -10.0% | -8.0% |
| 3Y | +470.9% | +22.6% | +448.3% | +356.7% |
| 5Y | -14.0% | +6.4% | -20.4% | -20.8% |
| All | -46.5% | +21.5% | -68.0% | -50.1% |
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