+4,022.6%
EAT vs CNI
+6,541.6%
-2,519.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | 0.0% | -2.1% | +2.1% | +1.1% |
| 30D | +1.9% | -3.3% | +5.2% | +3.6% |
| 3M | +68.7% | +3.8% | +64.9% | +64.4% |
| 6M | +66.9% | +12.7% | +54.2% | +54.2% |
| YTD | +60.4% | +26.3% | +34.1% | +38.2% |
| 1Y | +44.0% | +29.9% | +14.1% | +21.7% |
| 3Y | +604.7% | +15.9% | +588.7% | +529.4% |
| 5Y | +347.0% | +6.9% | +340.1% | +315.6% |
| 10Y | +390.8% | +126.8% | +264.0% | +224.8% |
| All | +4,022.6% | +6,541.6% | -2,519.0% | +773.3% |
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