+11,799.6%
COR vs CNI
+6,783.7%
+5,015.9%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.5% | +3.4% | +3.1% |
| 7D | +7.8% | +2.5% | +5.3% | +7.1% |
| 30D | +7.0% | +6.1% | +0.9% | +5.3% |
| 3M | +16.3% | +0.1% | +16.1% | +16.1% |
| 6M | +41.3% | +14.9% | +26.4% | +35.7% |
| YTD | +7.1% | +30.9% | -23.7% | -1.4% |
| 1Y | -0.8% | +33.9% | -34.7% | -9.4% |
| 3Y | +85.0% | +20.2% | +64.8% | +71.8% |
| 5Y | +203.9% | +8.2% | +195.7% | +187.4% |
| 10Y | +510.3% | +142.2% | +368.1% | +351.9% |
| All | +11,799.6% | +6,783.7% | +5,015.9% | +3,766.7% |
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 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