+196.7%
EXC vs CNI
+140.9%
+55.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.8% | +1.5% |
| 7D | +1.4% | +2.5% | -1.1% | +0.4% |
| 30D | +8.6% | +6.1% | +2.5% | +6.0% |
| 3M | +2.4% | +0.1% | +2.3% | +2.2% |
| 6M | +6.5% | +14.9% | -8.5% | +0.4% |
| YTD | +9.0% | +30.9% | -21.8% | -3.1% |
| 1Y | +4.6% | +33.9% | -29.3% | -8.1% |
| 3Y | +33.5% | +20.2% | +13.3% | +20.1% |
| 5Y | +41.4% | +8.2% | +33.2% | +31.5% |
| All | +196.7% | +140.9% | +55.7% | +81.9% |
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