+105.1%
CTVA vs CNI
+12.6%
+92.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.1% |
| 7D | -4.5% | -0.4% | -4.1% | -4.4% |
| 30D | +11.3% | -2.7% | +14.0% | +12.5% |
| 3M | +12.3% | +3.9% | +8.4% | +10.2% |
| 6M | +7.2% | +16.4% | -9.2% | -0.8% |
| YTD | +26.0% | +25.8% | +0.2% | +12.1% |
| 1Y | +16.0% | +32.4% | -16.4% | +0.4% |
| 3Y | +73.9% | +19.1% | +54.8% | +57.2% |
| All | +105.1% | +12.6% | +92.5% | +82.2% |
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