+367.4%
EAT vs CNI
+138.2%
+229.2%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.8% |
| 7D | -7.7% | -0.4% | -7.3% | -7.4% |
| 30D | -13.6% | -2.7% | -10.9% | -11.8% |
| 3M | +33.9% | +3.9% | +29.9% | +28.5% |
| 6M | +47.2% | +16.4% | +30.8% | +26.5% |
| YTD | +48.1% | +25.8% | +22.3% | +17.6% |
| 1Y | +33.7% | +32.4% | +1.3% | +0.8% |
| 3Y | +595.8% | +19.1% | +576.7% | +458.2% |
| 5Y | +314.4% | +13.6% | +300.8% | +234.8% |
| All | +367.4% | +138.2% | +229.2% | +129.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling