+1,162.1%
D vs CNI
+6,541.6%
-5,379.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +1.5% | -2.1% | +3.6% | +2.0% |
| 30D | -2.6% | -3.3% | +0.7% | -1.8% |
| 3M | 0.0% | +3.8% | -3.8% | -1.0% |
| 6M | +7.4% | +12.7% | -5.3% | +4.0% |
| YTD | +15.9% | +26.3% | -10.4% | +9.0% |
| 1Y | +18.1% | +29.9% | -11.8% | +10.2% |
| 3Y | +58.4% | +15.9% | +42.4% | +50.7% |
| 5Y | +5.2% | +6.9% | -1.7% | +1.3% |
| 10Y | +35.9% | +126.8% | -90.9% | +7.4% |
| All | +1,162.1% | +6,541.6% | -5,379.5% | +524.2% |
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