+35.5%
D vs CNI
+136.1%
-100.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.1% |
| 7D | -1.6% | -1.1% | -0.5% | -1.3% |
| 30D | -3.5% | -3.5% | 0.0% | -2.4% |
| 3M | -1.6% | +2.2% | -3.8% | -2.4% |
| 6M | +5.8% | +15.1% | -9.3% | +0.6% |
| YTD | +14.5% | +24.7% | -10.2% | +5.8% |
| 1Y | +14.2% | +33.4% | -19.2% | +3.0% |
| 3Y | +59.0% | +19.5% | +39.5% | +46.6% |
| 5Y | +5.4% | +12.6% | -7.2% | -2.3% |
| All | +35.5% | +136.1% | -100.6% | -4.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling