+73.2%
CVE vs CNI
+21.4%
+51.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.1% | +0.8% |
| 7D | +5.9% | +2.5% | +3.4% | +5.0% |
| 30D | -10.9% | +6.1% | -17.0% | -13.1% |
| 3M | -4.5% | +0.1% | -4.6% | -4.8% |
| 6M | -1.0% | +14.9% | -15.9% | -7.2% |
| YTD | +74.7% | +30.9% | +43.9% | +51.1% |
| 1Y | +65.8% | +33.9% | +31.9% | +41.4% |
| 3Y | +73.2% | +20.2% | +53.0% | +47.7% |
| All | +73.2% | +21.4% | +51.8% | +47.7% |
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 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