+381.6%
COMP vs CNI
+18.4%
+363.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -1.9% | +12.7% | +12.1% |
| 7D | +13.4% | +0.3% | +13.1% | +13.3% |
| 30D | +11.1% | +7.2% | +3.9% | +6.0% |
| 3M | -18.8% | -1.3% | -17.5% | -17.9% |
| 6M | +10.5% | +11.8% | -1.3% | +1.5% |
| YTD | -3.4% | +27.7% | -31.1% | -19.9% |
| 1Y | +19.7% | +33.5% | -13.8% | -4.5% |
| 3Y | +381.6% | +19.3% | +362.3% | +288.0% |
| All | +381.6% | +18.4% | +363.2% | +288.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling