+63.6%
EMR vs CNI
+11.3%
+52.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.8% | -1.0% |
| 7D | -1.2% | -1.1% | -0.1% | -0.6% |
| 30D | -9.4% | -3.5% | -5.9% | -7.5% |
| 3M | +8.6% | +2.2% | +6.4% | +6.9% |
| 6M | +6.7% | +15.1% | -8.4% | -2.4% |
| YTD | +13.1% | +24.7% | -11.6% | -1.5% |
| 1Y | +12.7% | +33.4% | -20.6% | -5.9% |
| 3Y | +58.1% | +19.5% | +38.6% | +38.9% |
| 5Y | +63.6% | +12.6% | +51.1% | +45.9% |
| All | +63.6% | +11.3% | +52.4% | +45.9% |
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