+5,154.0%
CP vs CNI
+6,541.6%
-1,387.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.2% |
| 7D | -2.7% | -2.1% | -0.6% | -1.0% |
| 30D | +0.2% | -3.3% | +3.4% | +3.0% |
| 3M | +2.6% | +3.8% | -1.2% | -0.5% |
| 6M | +6.0% | +12.7% | -6.7% | -3.9% |
| YTD | +24.9% | +26.3% | -1.3% | +3.4% |
| 1Y | +20.1% | +29.9% | -9.8% | -3.1% |
| 3Y | +16.4% | +15.9% | +0.4% | +2.8% |
| 5Y | +31.7% | +6.9% | +24.8% | +24.0% |
| 10Y | +223.9% | +126.8% | +97.1% | +67.2% |
| All | +5,154.0% | +6,541.6% | -1,387.6% | +244.5% |
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