+195.1%
F vs CNI
+6,816.2%
-6,621.1%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.0% | -3.0% |
| 7D | -3.9% | +1.0% | -4.9% | -4.5% |
| 30D | -0.5% | +7.5% | -7.9% | -4.6% |
| 3M | -12.9% | +1.7% | -14.6% | -13.9% |
| 6M | +1.5% | +15.4% | -13.9% | -6.9% |
| YTD | -5.0% | +31.5% | -36.5% | -19.8% |
| 1Y | -7.3% | +32.8% | -40.2% | -22.3% |
| 3Y | +45.3% | +21.7% | +23.6% | +27.8% |
| 5Y | -15.8% | +8.7% | -24.5% | -20.7% |
| 10Y | +64.2% | +143.3% | -79.1% | -3.1% |
| All | +195.1% | +6,816.2% | -6,621.1% | -55.6% |
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