-44.8%
COMP vs CNI
+17.3%
-62.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.4% | +0.4% |
| 7D | +1.4% | -2.1% | +3.5% | +3.4% |
| 30D | -13.3% | -3.3% | -10.1% | -10.5% |
| 3M | +41.1% | +3.8% | +37.3% | +35.1% |
| 6M | +17.2% | +12.7% | +4.5% | +3.9% |
| YTD | +5.2% | +26.3% | -21.1% | -17.2% |
| 1Y | +18.9% | +29.9% | -11.0% | -9.4% |
| 3Y | +215.9% | +15.9% | +200.0% | +167.0% |
| 5Y | -31.2% | +6.9% | -38.1% | -35.8% |
| All | -44.8% | +17.3% | -62.1% | -46.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling