+57.7%
DD vs CNI
+12.6%
+45.0%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.8% |
| 7D | -3.5% | -0.4% | -3.1% | -3.3% |
| 30D | -11.7% | -2.7% | -9.0% | -10.2% |
| 3M | -9.2% | +3.9% | -13.2% | -11.8% |
| 6M | -7.2% | +16.4% | -23.5% | -16.6% |
| YTD | +6.6% | +25.8% | -19.2% | -9.3% |
| 1Y | +32.0% | +32.4% | -0.4% | +8.2% |
| 3Y | +42.1% | +19.1% | +23.1% | +22.8% |
| All | +57.7% | +12.6% | +45.0% | +38.1% |
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