+1,350.3%
CRS vs CNI
+12.6%
+1,337.6%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.7% |
| 7D | -6.8% | -0.4% | -6.4% | -6.5% |
| 30D | -16.1% | -2.7% | -13.4% | -14.7% |
| 3M | -21.2% | +3.9% | -25.1% | -23.6% |
| 6M | +8.7% | +16.4% | -7.7% | -2.7% |
| YTD | +41.0% | +25.8% | +15.2% | +18.9% |
| 1Y | +82.7% | +32.4% | +50.3% | +47.7% |
| 3Y | +604.8% | +19.1% | +585.7% | +491.5% |
| All | +1,350.3% | +12.6% | +1,337.6% | +1,163.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling