+1,046.4%
EL vs CNI
+6,544.5%
-5,498.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | +1.7% | +2.5% | -0.8% | +0.6% |
| 30D | +15.5% | -2.5% | +18.0% | +16.8% |
| 3M | +20.6% | +2.7% | +17.8% | +19.0% |
| 6M | +10.5% | +16.9% | -6.5% | +3.0% |
| YTD | -1.9% | +26.3% | -28.2% | -11.7% |
| 1Y | +16.1% | +31.1% | -15.0% | +2.7% |
| 3Y | -30.2% | +21.1% | -51.3% | -36.2% |
| 5Y | -67.4% | +11.0% | -78.4% | -68.9% |
| 10Y | +31.2% | +128.1% | -96.9% | -5.8% |
| All | +1,046.4% | +6,544.5% | -5,498.1% | +221.0% |
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 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