+32.1%
ES vs CNI
+21.3%
+10.9%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +1.4% | +2.5% | -1.1% | +0.7% |
| 30D | -1.2% | -2.5% | +1.3% | -0.5% |
| 3M | +5.0% | +2.7% | +2.3% | +4.0% |
| 6M | -2.8% | +16.9% | -19.8% | -7.6% |
| YTD | +8.6% | +26.3% | -17.8% | +0.8% |
| 1Y | +18.9% | +31.1% | -12.2% | +9.0% |
| 3Y | +32.1% | +21.1% | +11.1% | +16.4% |
| All | +32.1% | +21.3% | +10.9% | +16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling