+258.2%
F vs CNI
+6,541.6%
-6,283.4%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | +5.3% | -2.1% | +7.4% | +6.6% |
| 30D | +4.6% | -3.3% | +7.9% | +6.6% |
| 3M | -3.7% | +3.8% | -7.5% | -5.9% |
| 6M | +16.8% | +12.7% | +4.2% | +8.3% |
| YTD | +15.3% | +26.3% | -11.0% | -0.2% |
| 1Y | +31.0% | +29.9% | +1.1% | +11.2% |
| 3Y | +45.4% | +15.9% | +29.5% | +31.7% |
| 5Y | +54.7% | +6.9% | +47.7% | +47.0% |
| 10Y | +98.2% | +126.8% | -28.6% | +21.7% |
| All | +258.2% | +6,541.6% | -6,283.4% | -44.8% |
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