+1,397.4%
CVS vs CNI
+6,494.7%
-5,097.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | -1.9% | +0.9% | -2.8% | -2.2% |
| 30D | -0.3% | -2.1% | +1.8% | +0.3% |
| 3M | -1.1% | +1.8% | -2.9% | -1.9% |
| 6M | +23.7% | +14.8% | +8.9% | +17.6% |
| YTD | +23.0% | +25.4% | -2.4% | +13.1% |
| 1Y | +37.2% | +32.9% | +4.2% | +23.5% |
| 3Y | +62.4% | +20.2% | +42.3% | +49.6% |
| 5Y | +31.8% | +12.2% | +19.7% | +22.7% |
| 10Y | +41.9% | +136.0% | -94.1% | +1.0% |
| All | +1,397.4% | +6,494.7% | -5,097.3% | +276.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling