+1,344.7%
EME vs CNI
+138.2%
+1,206.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.4% | +3.8% |
| 7D | +3.5% | -0.4% | +3.9% | +3.8% |
| 30D | -6.3% | -2.7% | -3.6% | -4.9% |
| 3M | -3.8% | +3.9% | -7.7% | -6.7% |
| 6M | +8.5% | +16.4% | -7.8% | -2.1% |
| YTD | +27.8% | +25.8% | +2.0% | +9.3% |
| 1Y | +22.2% | +32.4% | -10.2% | +0.9% |
| 3Y | +253.5% | +19.1% | +234.4% | +203.3% |
| 5Y | +578.6% | +13.6% | +565.1% | +485.8% |
| All | +1,344.7% | +138.2% | +1,206.5% | +643.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling