+80.0%
ES vs CNI
+136.1%
-56.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.9% |
| 7D | -3.5% | -1.1% | -2.4% | -3.1% |
| 30D | -3.0% | -3.5% | +0.5% | -1.8% |
| 3M | -0.3% | +2.2% | -2.5% | -1.2% |
| 6M | -5.2% | +15.1% | -20.3% | -10.0% |
| YTD | +4.8% | +24.7% | -19.9% | -3.6% |
| 1Y | +12.7% | +33.4% | -20.7% | +1.1% |
| 3Y | +27.5% | +19.5% | +8.0% | +17.5% |
| 5Y | -4.7% | +12.6% | -17.2% | -11.6% |
| All | +80.0% | +136.1% | -56.1% | +25.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling