+85.0%
COR vs CNI
+21.4%
+63.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.5% | +3.4% | +3.0% |
| 7D | +7.8% | +2.5% | +5.3% | +7.7% |
| 30D | +7.0% | +6.1% | +0.9% | +6.9% |
| 3M | +16.3% | +0.1% | +16.1% | +16.3% |
| 6M | +41.3% | +14.9% | +26.4% | +41.1% |
| YTD | +7.1% | +30.9% | -23.7% | +7.0% |
| 1Y | -0.8% | +33.9% | -34.7% | -1.0% |
| 3Y | +85.0% | +20.2% | +64.8% | +92.8% |
| All | +85.0% | +21.4% | +63.6% | +92.8% |
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 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