+135.5%
CVE vs CNI
+140.5%
-5.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.6% |
| 7D | -10.0% | +0.4% | -10.4% | -10.5% |
| 30D | -11.9% | +7.6% | -19.5% | -17.7% |
| 3M | -5.9% | +1.9% | -7.8% | -8.3% |
| 6M | -1.6% | +14.8% | -16.4% | -13.9% |
| YTD | +66.3% | +30.5% | +35.8% | +27.3% |
| 1Y | +57.5% | +36.5% | +21.1% | +15.4% |
| 3Y | +65.4% | +20.7% | +44.7% | +31.0% |
| 5Y | +144.2% | +7.0% | +137.2% | +111.0% |
| 10Y | +135.5% | +136.0% | -0.5% | +1.7% |
| All | +135.5% | +140.5% | -5.0% | +1.7% |
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