+58.5%
D vs CNI
+19.3%
+39.2%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -0.9% | -1.5% |
| 7D | -0.4% | +0.9% | -1.3% | -0.6% |
| 30D | -2.1% | -2.1% | 0.0% | -1.6% |
| 3M | -0.7% | +1.8% | -2.6% | -1.3% |
| 6M | +5.6% | +14.8% | -9.2% | +1.9% |
| YTD | +14.6% | +25.4% | -10.8% | +8.3% |
| 1Y | +15.3% | +32.9% | -17.6% | +7.5% |
| All | +58.5% | +19.3% | +39.2% | +41.4% |
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