+49.5%
EQT vs CNI
+136.1%
-86.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.9% |
| 7D | -1.2% | -1.1% | -0.1% | -0.6% |
| 30D | +1.1% | -3.5% | +4.6% | +2.8% |
| 3M | +4.8% | +2.2% | +2.6% | +3.2% |
| 6M | -10.6% | +15.1% | -25.7% | -17.8% |
| YTD | +3.4% | +24.7% | -21.2% | -9.5% |
| 1Y | +8.7% | +33.4% | -24.7% | -8.5% |
| 3Y | +35.0% | +19.5% | +15.5% | +17.1% |
| 5Y | +204.2% | +12.6% | +191.7% | +172.8% |
| All | +49.5% | +136.1% | -86.5% | -27.1% |
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