+11,538.6%
COST vs CNI
+6,516.9%
+5,021.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.1% |
| 7D | -1.2% | -0.4% | -0.8% | -1.1% |
| 30D | -4.7% | -2.7% | -2.0% | -3.9% |
| 3M | -7.1% | +3.9% | -11.0% | -8.5% |
| 6M | -8.5% | +16.4% | -24.9% | -13.8% |
| YTD | +5.4% | +25.8% | -20.4% | -3.6% |
| 1Y | -5.6% | +32.4% | -38.0% | -15.3% |
| 3Y | +68.5% | +19.1% | +49.4% | +54.7% |
| 5Y | +105.2% | +13.6% | +91.7% | +90.3% |
| 10Y | +610.7% | +136.8% | +473.9% | +389.2% |
| All | +11,538.6% | +6,516.9% | +5,021.8% | +2,032.5% |
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