+1,471.7%
ET vs CNI
+693.1%
+778.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.2% |
| 7D | +0.6% | +0.9% | -0.2% | +0.2% |
| 30D | +5.3% | -2.1% | +7.4% | +6.4% |
| 3M | +15.6% | +1.8% | +13.8% | +14.2% |
| 6M | +20.6% | +14.8% | +5.8% | +11.0% |
| YTD | +38.5% | +25.4% | +13.1% | +20.9% |
| 1Y | +35.7% | +32.9% | +2.8% | +14.4% |
| 3Y | +98.4% | +20.2% | +78.2% | +72.7% |
| 5Y | +245.3% | +12.2% | +233.1% | +206.1% |
| 10Y | +173.7% | +136.0% | +37.7% | +60.3% |
| All | +1,471.7% | +693.1% | +778.6% | +400.6% |
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