+33.1%
CVS vs CNI
+11.6%
+21.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.1% |
| 7D | -2.0% | -1.1% | -0.9% | -1.7% |
| 30D | +1.9% | -3.5% | +5.5% | +2.8% |
| 3M | -2.2% | +2.2% | -4.4% | -3.0% |
| 6M | +26.7% | +15.1% | +11.6% | +21.3% |
| YTD | +22.9% | +24.7% | -1.8% | +14.7% |
| 1Y | +32.9% | +33.4% | -0.5% | +21.4% |
| 3Y | +62.3% | +19.5% | +42.8% | +52.0% |
| All | +33.1% | +11.6% | +21.5% | +24.6% |
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