+4,007.0%
ECL vs CNI
+6,541.6%
-2,534.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -2.6% | -2.1% | -0.5% | -1.7% |
| 30D | -2.2% | -3.3% | +1.1% | -0.8% |
| 3M | +10.1% | +3.8% | +6.3% | +8.1% |
| 6M | -5.7% | +12.7% | -18.4% | -10.8% |
| YTD | +7.0% | +26.3% | -19.3% | -4.0% |
| 1Y | +2.7% | +29.9% | -27.2% | -9.2% |
| 3Y | +57.7% | +15.9% | +41.8% | +44.1% |
| 5Y | +31.1% | +6.9% | +24.2% | +23.3% |
| 10Y | +150.9% | +126.8% | +24.1% | +68.7% |
| All | +4,007.0% | +6,541.6% | -2,534.6% | +777.2% |
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