+3.9%
D vs CNI
+10.3%
-6.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -0.9% | -1.5% |
| 7D | -0.4% | +0.9% | -1.3% | -0.7% |
| 30D | -2.1% | -2.1% | 0.0% | -1.5% |
| 3M | -0.7% | +1.8% | -2.6% | -1.4% |
| 6M | +5.6% | +14.8% | -9.2% | +1.2% |
| YTD | +14.6% | +25.4% | -10.8% | +7.0% |
| 1Y | +15.3% | +32.9% | -17.6% | +5.8% |
| 3Y | +59.1% | +20.2% | +39.0% | +47.8% |
| 5Y | +3.9% | +12.2% | -8.2% | -2.0% |
| All | +3.9% | +10.3% | -6.4% | -2.0% |
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