+57.7%
CVE vs CNI
+18.4%
+39.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | +0.1% |
| 7D | -16.1% | +0.3% | -16.4% | -16.4% |
| 30D | -10.4% | +7.2% | -17.6% | -13.1% |
| 3M | -2.4% | -1.3% | -1.0% | -2.2% |
| 6M | -4.4% | +11.8% | -16.2% | -9.6% |
| YTD | +64.9% | +27.7% | +37.3% | +43.7% |
| 1Y | +66.0% | +33.5% | +32.5% | +40.9% |
| 3Y | +57.7% | +19.3% | +38.3% | +29.5% |
| All | +57.7% | +18.4% | +39.3% | +29.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling