+15.1%
EW vs CNI
+19.3%
-4.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | -5.1% | +0.9% | -6.0% | -5.3% |
| 30D | -6.4% | -2.1% | -4.2% | -5.9% |
| 3M | -1.6% | +1.8% | -3.4% | -2.2% |
| 6M | +2.3% | +14.8% | -12.5% | -1.8% |
| YTD | +1.1% | +25.4% | -24.3% | -5.4% |
| 1Y | +8.0% | +32.9% | -24.9% | -0.9% |
| All | +15.1% | +19.3% | -4.2% | +4.1% |
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