-18.9%
EXE vs CNI
+37.5%
-56.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.1% | -5.0% | -2.7% |
| 7D | -4.7% | +3.7% | -8.4% | -4.3% |
| 30D | +1.0% | +8.1% | -7.1% | +1.8% |
| 3M | -5.6% | +1.9% | -7.5% | -5.4% |
| 6M | -12.3% | +19.2% | -31.5% | -10.7% |
| YTD | -19.5% | +32.7% | -52.2% | -19.0% |
| 1Y | -18.9% | +37.0% | -55.9% | -19.9% |
| All | -18.9% | +37.5% | -56.4% | -19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling