-46.7%
COMP vs CNI
+17.3%
-64.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.4% | -3.4% |
| 7D | +4.1% | +2.5% | +1.6% | +1.8% |
| 30D | -14.5% | -2.5% | -12.0% | -12.5% |
| 3M | +41.8% | +2.7% | +39.1% | +37.2% |
| 6M | +23.6% | +16.9% | +6.6% | +5.6% |
| YTD | +1.7% | +26.3% | -24.6% | -20.0% |
| 1Y | +12.6% | +31.1% | -18.5% | -15.0% |
| 3Y | +221.9% | +21.1% | +200.8% | +159.2% |
| 5Y | -28.1% | +11.0% | -39.2% | -33.1% |
| All | -46.7% | +17.3% | -64.0% | -48.7% |
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 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