+1,313.5%
ED vs CNI
+6,541.6%
-5,228.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | -0.2% | -2.1% | +1.9% | +0.2% |
| 30D | -0.1% | -3.3% | +3.1% | +0.5% |
| 3M | +3.9% | +3.8% | +0.1% | +3.1% |
| 6M | -3.0% | +12.7% | -15.7% | -5.4% |
| YTD | +10.7% | +26.3% | -15.6% | +5.4% |
| 1Y | +13.3% | +29.9% | -16.6% | +7.3% |
| 3Y | +34.5% | +15.9% | +18.6% | +29.0% |
| 5Y | +67.1% | +6.9% | +60.2% | +61.8% |
| 10Y | +103.0% | +126.8% | -23.7% | +66.6% |
| All | +1,313.5% | +6,541.6% | -5,228.1% | +596.5% |
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