+155.8%
EXC vs CNI
+138.2%
+17.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.9% |
| 7D | -1.1% | -0.4% | -0.7% | -1.0% |
| 30D | -3.6% | -2.7% | -0.9% | -2.7% |
| 3M | -4.3% | +3.9% | -8.2% | -5.8% |
| 6M | -9.9% | +16.4% | -26.3% | -15.7% |
| YTD | +1.8% | +25.8% | -24.0% | -8.1% |
| 1Y | +2.9% | +32.4% | -29.5% | -9.2% |
| 3Y | +19.1% | +19.1% | 0.0% | +7.3% |
| 5Y | +44.8% | +13.6% | +31.3% | +30.5% |
| All | +155.8% | +138.2% | +17.6% | +56.9% |
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