+135.5%
CVE vs CNI
+2.7%
+132.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | +0.4% |
| 7D | -16.1% | +0.3% | -16.4% | -16.4% |
| 30D | -10.4% | +7.2% | -17.6% | -14.0% |
| 3M | -2.4% | -1.3% | -1.0% | -2.2% |
| 6M | -4.4% | +11.8% | -16.2% | -11.0% |
| YTD | +64.9% | +27.7% | +37.3% | +39.9% |
| 1Y | +66.0% | +33.5% | +32.5% | +36.6% |
| 3Y | +57.7% | +19.3% | +38.3% | +36.0% |
| All | +135.5% | +2.7% | +132.9% | +125.0% |
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