+117.8%
EW vs CNI
+138.2%
-20.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.9% | -3.7% | -3.2% |
| 7D | -6.2% | -0.4% | -5.8% | -6.0% |
| 30D | -9.3% | -2.7% | -6.6% | -8.2% |
| 3M | -1.6% | +3.9% | -5.5% | -3.8% |
| 6M | -0.8% | +16.4% | -17.2% | -8.7% |
| YTD | -1.0% | +25.8% | -26.8% | -12.7% |
| 1Y | +8.2% | +32.4% | -24.2% | -7.3% |
| 3Y | +12.7% | +19.1% | -6.4% | -0.1% |
| 5Y | -30.2% | +13.6% | -43.8% | -37.4% |
| All | +117.8% | +138.2% | -20.4% | +19.8% |
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