+7,692.7%
EW vs CNI
+4,467.2%
+3,225.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.7% | +1.4% |
| 7D | +4.9% | +2.5% | +2.4% | +4.1% |
| 30D | +23.9% | +6.1% | +17.8% | +21.6% |
| 3M | +15.8% | +0.1% | +15.6% | +15.5% |
| 6M | +31.7% | +14.9% | +16.7% | +25.5% |
| YTD | +25.7% | +30.9% | -5.2% | +14.3% |
| 1Y | +24.4% | +33.9% | -9.5% | +12.3% |
| 3Y | +65.9% | +20.2% | +45.7% | +53.6% |
| 5Y | -7.6% | +8.2% | -15.8% | -11.8% |
| 10Y | +253.2% | +142.2% | +111.0% | +163.4% |
| All | +7,692.7% | +4,467.2% | +3,225.6% | +3,666.4% |
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