-3.5%
F vs CNI
+37.2%
-40.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.9% | -0.5% |
| 7D | -2.1% | -1.1% | -1.0% | -1.7% |
| 30D | +3.3% | +7.6% | -4.3% | +0.4% |
| 3M | -11.3% | +1.6% | -12.9% | -11.8% |
| 6M | +5.3% | +16.6% | -11.3% | -0.9% |
| YTD | -2.2% | +31.3% | -33.5% | -13.3% |
| 1Y | -3.5% | +35.2% | -38.8% | -15.9% |
| All | -3.5% | +37.2% | -40.7% | -15.9% |
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