+395.2%
COR vs CNI
+138.2%
+257.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.1% |
| 7D | -2.8% | -0.4% | -2.5% | -2.7% |
| 30D | +2.6% | -2.7% | +5.3% | +3.4% |
| 3M | +14.5% | +3.9% | +10.5% | +12.9% |
| 6M | -7.8% | +16.4% | -24.2% | -12.9% |
| YTD | -4.2% | +25.8% | -30.0% | -12.2% |
| 1Y | +7.0% | +32.4% | -25.4% | -4.0% |
| 3Y | +85.5% | +19.1% | +66.4% | +69.2% |
| 5Y | +181.2% | +13.6% | +167.6% | +154.6% |
| All | +395.2% | +138.2% | +257.0% | +206.6% |
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