+10,641.1%
COR vs CNI
+6,544.5%
+4,096.7%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -1.9% | +2.5% | -4.4% | -2.6% |
| 30D | +1.5% | -2.5% | +4.0% | +2.2% |
| 3M | +18.7% | +2.7% | +16.0% | +17.7% |
| 6M | -9.0% | +16.9% | -26.0% | -13.3% |
| YTD | -3.3% | +26.3% | -29.6% | -10.1% |
| 1Y | +9.8% | +31.1% | -21.3% | +0.8% |
| 3Y | +87.4% | +21.1% | +66.3% | +73.3% |
| 5Y | +180.5% | +11.0% | +169.5% | +162.8% |
| 10Y | +398.1% | +128.1% | +270.0% | +275.0% |
| All | +10,641.1% | +6,544.5% | +4,096.7% | +3,426.4% |
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