+5,760.6%
CRM vs CNI
+1,628.8%
+4,131.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.4% |
| 7D | -4.4% | -0.4% | -4.1% | -4.2% |
| 30D | +28.1% | -2.7% | +30.8% | +30.2% |
| 3M | +48.8% | +3.9% | +44.9% | +44.8% |
| 6M | +28.3% | +16.4% | +11.9% | +14.7% |
| YTD | -6.0% | +25.8% | -31.8% | -20.8% |
| 1Y | +1.4% | +32.4% | -31.0% | -17.6% |
| 3Y | +11.8% | +19.1% | -7.2% | -4.8% |
| 5Y | -2.0% | +13.6% | -15.6% | -14.7% |
| 10Y | +239.6% | +136.8% | +102.8% | +72.5% |
| All | +5,760.6% | +1,628.8% | +4,131.8% | +777.9% |
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