+570.7%
EME vs CNI
+12.6%
+558.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.4% | +3.9% |
| 7D | +3.5% | -0.4% | +3.9% | +3.7% |
| 30D | -6.3% | -2.7% | -3.6% | -5.3% |
| 3M | -3.8% | +3.9% | -7.7% | -6.0% |
| 6M | +8.5% | +16.4% | -7.8% | +0.4% |
| YTD | +27.8% | +25.8% | +2.0% | +13.7% |
| 1Y | +22.2% | +32.4% | -10.2% | +5.8% |
| 3Y | +253.5% | +19.1% | +234.4% | +214.7% |
| All | +570.7% | +12.6% | +558.0% | +492.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling