+1,197.0%
D vs CNI
+6,783.7%
-5,586.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | -1.4% | +2.5% | -3.9% | -2.0% |
| 30D | +7.7% | +6.1% | +1.6% | +6.2% |
| 3M | -0.3% | +0.1% | -0.4% | -0.4% |
| 6M | +10.1% | +14.9% | -4.9% | +6.2% |
| YTD | +19.1% | +30.9% | -11.8% | +11.0% |
| 1Y | +15.9% | +33.9% | -18.0% | +7.4% |
| 3Y | +75.0% | +20.2% | +54.8% | +65.0% |
| 5Y | +13.4% | +8.2% | +5.2% | +8.9% |
| 10Y | +47.5% | +142.2% | -94.7% | +14.9% |
| All | +1,197.0% | +6,783.7% | -5,586.7% | +535.7% |
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