+1,353.3%
ES vs CNI
+6,762.0%
-5,408.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +0.9% | +0.4% | +0.5% | +0.7% |
| 30D | +5.9% | +7.6% | -1.7% | +3.9% |
| 3M | -1.0% | +1.9% | -2.9% | -1.6% |
| 6M | +7.2% | +14.8% | -7.6% | +3.2% |
| YTD | +7.0% | +30.5% | -23.5% | -0.6% |
| 1Y | +0.5% | +36.5% | -36.0% | -7.8% |
| 3Y | +48.7% | +20.7% | +27.9% | +39.8% |
| 5Y | +1.9% | +7.0% | -5.1% | -1.8% |
| 10Y | +89.2% | +136.0% | -46.8% | +47.1% |
| All | +1,353.3% | +6,762.0% | -5,408.7% | +550.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling