+16.9%
EFA vs CNI
+37.5%
-20.7%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.1% | +0.4% | +2.0% |
| 7D | +2.0% | +3.7% | -1.8% | +1.0% |
| 30D | +1.6% | +8.1% | -6.5% | -0.4% |
| 3M | -1.5% | +1.9% | -3.4% | -2.1% |
| 6M | +6.6% | +19.2% | -12.5% | +0.8% |
| YTD | +11.8% | +32.7% | -20.9% | +1.9% |
| 1Y | +16.9% | +37.0% | -20.1% | +5.0% |
| All | +16.9% | +37.5% | -20.7% | +5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling