+318.7%
EAT vs CNI
+11.3%
+307.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | 0.0% |
| 7D | -6.2% | -1.1% | -5.1% | -5.6% |
| 30D | -3.0% | -3.5% | +0.5% | -1.2% |
| 3M | +45.6% | +2.2% | +43.4% | +43.1% |
| 6M | +53.5% | +15.1% | +38.5% | +39.3% |
| YTD | +49.6% | +24.7% | +24.9% | +28.3% |
| 1Y | +38.9% | +33.4% | +5.5% | +13.6% |
| 3Y | +589.7% | +19.5% | +570.2% | +492.4% |
| 5Y | +318.7% | +12.6% | +306.1% | +274.9% |
| All | +318.7% | +11.3% | +307.4% | +274.9% |
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 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