+245.6%
CRH vs CNI
+138.2%
+107.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.4% |
| 7D | -6.1% | -0.4% | -5.7% | -5.8% |
| 30D | -9.3% | -2.7% | -6.6% | -7.6% |
| 3M | -15.2% | +3.9% | -19.1% | -17.6% |
| 6M | -14.2% | +16.4% | -30.6% | -23.0% |
| YTD | -28.3% | +25.8% | -54.1% | -39.1% |
| 1Y | -21.8% | +32.4% | -54.2% | -36.1% |
| 3Y | +71.6% | +19.1% | +52.5% | +48.4% |
| 5Y | +96.6% | +13.6% | +83.1% | +72.8% |
| All | +245.6% | +138.2% | +107.4% | +86.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling