+9.2%
GAP vs CNI
+37.5%
-28.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +2.1% | +5.9% | +7.1% |
| 7D | +8.0% | +3.7% | +4.2% | +6.4% |
| 30D | +2.7% | +8.1% | -5.4% | -0.6% |
| 3M | +16.0% | +1.9% | +14.2% | +15.2% |
| 6M | +2.0% | +19.2% | -17.2% | -6.9% |
| YTD | -4.4% | +32.7% | -37.1% | -18.8% |
| 1Y | +9.2% | +37.0% | -27.8% | -10.2% |
| All | +9.2% | +37.5% | -28.4% | -10.2% |
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