-49.3%
COMP vs CNI
+21.5%
-70.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +2.1% |
| 7D | 0.0% | +2.5% | -2.5% | -2.2% |
| 30D | +16.6% | +6.1% | +10.4% | +10.6% |
| 3M | -23.5% | +0.1% | -23.7% | -23.5% |
| 6M | +25.7% | +14.9% | +10.8% | +9.6% |
| YTD | -3.4% | +30.9% | -34.3% | -26.4% |
| 1Y | +7.6% | +33.9% | -26.3% | -20.2% |
| 3Y | +423.6% | +20.2% | +403.4% | +328.3% |
| 5Y | -10.6% | +8.2% | -18.8% | -17.9% |
| All | -49.3% | +21.5% | -70.9% | -52.8% |
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