+4,708.3%
CRS vs CNI
+6,457.9%
-1,749.5%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.7% | -1.8% |
| 7D | -4.1% | -1.1% | -3.0% | -3.3% |
| 30D | -16.6% | -3.5% | -13.0% | -14.5% |
| 3M | -14.3% | +2.2% | -16.5% | -16.2% |
| 6M | +11.6% | +15.1% | -3.5% | 0.0% |
| YTD | +42.6% | +24.7% | +17.9% | +19.6% |
| 1Y | +81.8% | +33.4% | +48.4% | +44.3% |
| 3Y | +632.1% | +19.5% | +612.6% | +516.1% |
| 5Y | +1,401.6% | +12.6% | +1,389.1% | +1,226.2% |
| 10Y | +1,379.0% | +134.7% | +1,244.3% | +707.6% |
| All | +4,708.3% | +6,457.9% | -1,749.5% | +655.5% |
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