+1,350.2%
EXC vs CNI
+6,541.6%
-5,191.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.2% | -1.1% |
| 7D | +0.3% | -2.1% | +2.4% | +0.9% |
| 30D | -3.7% | -3.3% | -0.5% | -2.8% |
| 3M | -1.3% | +3.8% | -5.1% | -2.5% |
| 6M | -9.7% | +12.7% | -22.4% | -13.4% |
| YTD | +2.9% | +26.3% | -23.4% | -4.9% |
| 1Y | +4.4% | +29.9% | -25.5% | -4.6% |
| 3Y | +22.2% | +15.9% | +6.3% | +14.2% |
| 5Y | +46.7% | +6.9% | +39.8% | +39.2% |
| 10Y | +155.3% | +126.8% | +28.6% | +89.8% |
| All | +1,350.2% | +6,541.6% | -5,191.4% | +498.1% |
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 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